PredictiveRegression: Prediction Intervals for Three Basic Statistical Models

Three prediction algorithms described in the paper "On-line predictive linear regression" Annals of Statistics 37, 1566 - 1590 (2009)

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Package details

AuthorVladimir Vovk <[email protected]> and Ilia Nouretdinov <[email protected]>
MaintainerVladimir Vovk <[email protected]>
Licensefile LICENSE
Package repositoryView on CRAN
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PredictiveRegression documentation built on May 29, 2017, 9:44 p.m.