prediction.intervals: Bayesian prediction interval function

In BaPreStoPro: Bayesian Prediction of Stochastic Processes

Description

Calculation of quantiles level/2 and 1-level/2 from predictive distribution based on distribution function Fun(x, x0, samples). samples should contain samples from the posterior distribution of the parameters.

Usage

prediction.intervals(samples, Fun, x0, level = 0.05, candArea, grid = 0.001)

Arguments

samples	posterior samples
Fun	cumulative distribution function
x0	starting point
level	level of prediction intervals
candArea	candidate area
grid	fineness degree for the binary search

Value

prediction interval

BaPreStoPro documentation built on May 2, 2019, 3:34 p.m.