EnvStats Functions for Prediction Intervals

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.