PredictiveRegression: Prediction Intervals for Three Basic Statistical Models

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

Author
Vladimir Vovk <vovk@cs.rhul.ac.uk> and Ilia Nouretdinov <ilia@cs.rhul.ac.uk>
Date of publication
2012-10-29 19:07:29
Maintainer
Vladimir Vovk <vovk@cs.rhul.ac.uk>
License
file LICENSE
Version
0.1-4

View on CRAN

Man pages

gausspred
Gauss predictor
iidpred
IID predictor
mvapred
MVA predictor

Files in this package

PredictiveRegression
PredictiveRegression/LICENSE
PredictiveRegression/demo
PredictiveRegression/demo/onlinepred.R
PredictiveRegression/demo/00Index
PredictiveRegression/R
PredictiveRegression/R/mvapred.R
PredictiveRegression/R/iidpred.R
PredictiveRegression/R/gausspred.R
PredictiveRegression/NAMESPACE
PredictiveRegression/man
PredictiveRegression/man/gausspred.Rd
PredictiveRegression/man/mvapred.Rd
PredictiveRegression/man/iidpred.Rd
PredictiveRegression/DESCRIPTION
PredictiveRegression/MD5