EnvStats Functions for Prediction Intervals

Description

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.

Details

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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