Computes CI from posterior, and PI for Tweedie and scat gams.

predict_intervals(object_fit, new_data, n = 1000, CI = TRUE, PI = TRUE, ...)

Arguments

object_fit

[gam OR bam] The fit to use for predictions.

new_data

[data.frame] The data to predict onto.

n

[numeric] The number of simulations to run for parameters.

CI

[logical] Whether to compute the CI.

PI

[logical] Whether to compute the PI.

...

further arguments passed to the quantile function.

Value

A data.frame with intervals.

Examples

gam1 <- gam(cyl ~ mpg, data=mtcars, family = tw)
predict_intervals(gam1)
#>                     CI_log_lower CI_log_upper CI_lower  CI_upper PI_log_lower
#> Mazda RX4               1.695320     1.800861 5.448389  6.054856    1.0396569
#> Mazda RX4 Wag           1.695320     1.800861 5.448389  6.054856    1.7189414
#> Datsun 710              1.606906     1.727368 4.987355  5.625825    1.0495733
#> Hornet 4 Drive          1.676612     1.784035 5.347406  5.953834    1.6570193
#> Hornet Sportabout       1.801375     1.902728 6.057973  6.704159    2.0308820
#> Valiant                 1.826321     1.930732 6.210995  6.894554    1.9599240
#> Duster 360              1.981599     2.112842 7.254334  8.271712    2.8280579
#> Merc 240D               1.523937     1.663476 4.590263  5.277626    1.0680470
#> Merc 230                1.606906     1.727368 4.987355  5.625825    1.0129108
#> Merc 280                1.778923     1.879482 5.923475  6.550111    1.9999173
#> Merc 280C               1.838613     1.944110 6.287808  6.987408    1.9476299
#> Merc 450SE              1.897332     2.008918 6.668083  7.455248    2.1161183
#> Merc 450SL              1.859424     1.965389 6.420036  7.137691    2.0280133
#> Merc 450SLC             1.946059     2.066369 7.001045  7.896099    2.7521614
#> Cadillac Fleetwood      2.128647     2.312955 8.403485 10.104234    3.8216149
#> Lincoln Continental     2.128647     2.312955 8.403485 10.104234    3.7911721
#> Chrysler Imperial       1.965001     2.091724 7.134916  8.098868    2.8767035
#> Fiat 128                1.104391     1.367764 3.017386  3.926559    0.0000000
#> Honda Civic             1.209543     1.440955 3.351954  4.224728    0.8604535
#> Toyota Corolla          1.023425     1.312220 2.782709  3.714409    0.0000000
#> Toyota Corona           1.671812     1.779742 5.321800  5.928326    1.7159516
#> Dodge Challenger        1.934149     2.051601 6.918151  7.780347    2.2011519
#> AMC Javelin             1.946059     2.066369 7.001045  7.896099    2.8119707
#> Camaro Z28              2.018595     2.161537 7.527743  8.684474    2.9673390
#> Pontiac Firebird        1.778923     1.879482 5.923475  6.550111    1.8535369
#> Fiat X1-9               1.374830     1.554393 3.954406  4.732214    0.9460408
#> Porsche 914-2           1.441619     1.603100 4.227536  4.968409    0.9960459
#> Lotus Europa            1.209543     1.440955 3.351954  4.224728    0.9191842
#> Ford Pantera L          1.922662     2.037729 6.839138  7.673164    2.8302432
#> Ferrari Dino            1.756814     1.857803 5.793950  6.409638    1.8338950
#> Maserati Bora           1.953567     2.076398 7.053806  7.975690    2.2464257
#> Volvo 142E              1.676612     1.784035 5.347406  5.953834    1.0370966
#>                     PI_log_upper  PI_lower    PI_upper
#> Mazda RX4              10.555782  2.828247   38398.835
#> Mazda RX4 Wag          11.101323  5.578620   66258.763
#> Datsun 710             10.426103  2.856432   33728.665
#> Hornet 4 Drive         10.203353  5.243658   26993.554
#> Hornet Sportabout      11.195095  7.620805   72772.603
#> Valiant                12.260140  7.098788  211111.126
#> Duster 360             13.443529 16.912583  689367.107
#> Merc 240D               9.531657  2.909691   13789.421
#> Merc 230               10.252529  2.753604   28354.153
#> Merc 280               12.049472  7.388445  171009.083
#> Merc 280C              12.038201  7.012049  169092.438
#> Merc 450SE             12.434391  8.298861  251296.945
#> Merc 450SL             12.171330  7.598975  193170.880
#> Merc 450SLC            13.031238 15.676479  456451.717
#> Cadillac Fleetwood     15.481235 45.677913 5289501.992
#> Lincoln Continental    15.917209 44.308305 8180050.752
#> Chrysler Imperial      13.542130 17.755645  760803.174
#> Fiat 128                7.293946  1.000000    1471.366
#> Honda Civic             8.174635  2.364233    3549.759
#> Toyota Corolla          7.256063  1.000000    1416.669
#> Toyota Corona          11.125328  5.561966   67868.553
#> Dodge Challenger       13.222067  9.035415  552421.437
#> AMC Javelin            13.061979 16.642684  470701.509
#> Camaro Z28             14.603280 19.440120 2198487.055
#> Pontiac Firebird       11.561309  6.382353  104957.284
#> Fiat X1-9               8.885048  2.575493    7223.161
#> Porsche 914-2           9.419399  2.707555   12325.173
#> Lotus Europa            8.139736  2.507244    3428.014
#> Ford Pantera L         13.479407 16.949583  714548.959
#> Ferrari Dino           11.428388  6.258215   91893.682
#> Maserati Bora          13.615207  9.453884  818482.094
#> Volvo 142E             10.794147  2.821014   48734.733