Prediction thresholds — prediction_interval.glm • csalert

Prediction thresholds

Usage

# S3 method for class 'glm'
prediction_interval(
  object,
  newdata,
  alpha = 0.05,
  z = NULL,
  skewness_transform = "none",
  ...
)

Arguments

object: Object.
newdata: New data.
alpha: Two-sided alpha (e.g 0.05).
z: Similar to alpha (e.g. z=1.96 is the same as alpha=0.05).
skewness_transform: "none", "1/2", "2/3".
...: dots.

Value

A `data.table` with one row per row of `newdata` and the columns `lower`, `point` and `upper`. They give the two-sided prediction interval and the point estimate on the response scale. All three columns are `NA_real_` if the underlying `stats::predict` call raises a warning or an error.