prediction.intervals: Bayesian prediction interval function

In SimoneHermann/BaPreStoPro: Bayesian Prediction of Stochastic Processes

Description

Calculation of quantiles level/2 and 1-level/2 from predictive distribution based on distribution function Fun(x, x0, samples). samples should contain samples from the posterior distribution of the parameters.

Usage

prediction.intervals(samples, Fun, x0, level = 0.05, candArea, grid = 0.001)

Arguments

samples	posterior samples
Fun	cumulative distribution function
x0	starting point
level	level of prediction intervals
candArea	candidate area
grid	fineness degree for the binary search

Value

prediction interval

SimoneHermann/BaPreStoPro documentation built on May 9, 2019, 1:46 p.m.