The EnvStats functions listed below are useful for computing prediction intervals and simultaneous prediction intervals. See Power and Sample Size for a list of functions useful for computing power and sample size for a design based on a prediction interval width, or a design based on a hypothesis test for future observations falling outside of a prediciton interval.
Function Name | Description |
predIntGamma , | Prediction interval for the next k |
predIntGammaAlt | observations or next set of k means for a |
Gamma distribution. | |
predIntGammaSimultaneous , | Construct a simultaneous prediction interval for the |
predIntGammaAltSimultaneous | next r sampling occasions based on a |
Gamma distribution. | |
predIntLnorm , | Prediction interval for the next k |
predIntLnormAlt | observations or geometric means from a |
Lognormal distribution. | |
predIntLnormSimultaneous , | Construct a simultaneous prediction interval for the |
predIntLnormAltSimultaneous | next r sampling occasions based on a |
Lognormal distribution. | |
predIntNorm | Prediction interval for the next k observations |
or means from a Normal (Gaussian) distribution. | |
predIntNormK | Compute the value of K for a prediction interval |
for a Normal distribution. | |
predIntNormSimultaneous | Construct a simultaneous prediction interval for the |
next r sampling occasions based on a | |
Normal distribution. | |
predIntNormSimultaneousK | Compute the value of K for a simultaneous |
prediction interval for the next r sampling | |
occasions based on a Normal distribution. | |
predIntNpar | Nonparametric prediction interval for the next k |
of K observations. | |
predIntNparSimultaneous | Construct a nonparametric simultaneous prediction |
interval for the next r sampling occasions. | |
predIntPois | Prediction interval for the next k observations |
or sums from a Poisson distribution. | |
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