intervals function

Computation of prediction intervals from a trained ENNreg model

intervals computes probabilistic and belief prediction intervals from a prediction object returned by function predict.ENNreg.

intervals(pred, level = 0.9, yt = NULL)

Arguments

• pred: Prediction object returned by function predict.ENNreg.
• level: Level of the prediction interval (between 0 and 1).
• yt: Optional vector of test response values.

Returns

A list with four elements:

• INTP: Matrix (n,2) of probabilistic prediction intervals.
• INTBel: Matrix (n,2) of belief prediction intervals.
• coverage.P: Estimated coverage rate of the probabilistic intervals (if yt is provided).
• coverage.Bel: Estimated coverage rate of the belief intervals (if yt is provided).
• Pl.Bel: Mean plausibility of the belief intervals.

Examples

library(MASS)

X<-as.matrix(scale(Boston[,1:13]))
y<-Boston[,14]
set.seed(220322)
n<-nrow(Boston)
ntrain<-round(0.7*n)
train <-sample(n,ntrain)
fit <- ENNreg(X[train,],y[train],K=30)
pred<-predict(fit,newdata=X[-train,],yt=y[-train])
int<- intervals(pred,level=0.95,y[-train])
print(c(int$coverage.P,int$coverage.Bel))

See Also

predict.ENNreg, ENNreg