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)

Getting started

Package details

AuthorVladimir Vovk <vovk@cs.rhul.ac.uk> and Ilia Nouretdinov <ilia@cs.rhul.ac.uk>
MaintainerVladimir Vovk <vovk@cs.rhul.ac.uk>
Licensefile LICENSE
Version0.1-4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("PredictiveRegression")

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PredictiveRegression documentation built on May 2, 2019, 8:16 a.m.