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               1.695582     1.806080 5.449818  6.086542     1.837499
#> Mazda RX4 Wag           1.695582     1.806080 5.449818  6.086542     1.804583
#> Datsun 710              1.605654     1.731436 4.981118  5.648762     1.069402
#> Hornet 4 Drive          1.675459     1.788199 5.341244  5.978676     1.070734
#> Hornet Sportabout       1.804247     1.903965 6.075395  6.712457     1.916893
#> Valiant                 1.830577     1.930271 6.237484  6.891381     1.965308
#> Duster 360              1.983270     2.110209 7.266469  8.249967     2.990507
#> Merc 240D               1.523636     1.671267 4.588882  5.318900     1.012239
#> Merc 230                1.605654     1.731436 4.981118  5.648762     1.059351
#> Merc 280                1.780449     1.883017 5.932521  6.573306     1.916469
#> Merc 280C               1.843366     1.944407 6.317767  6.989484     2.021251
#> Merc 450SE              1.901179     2.008202 6.693781  7.449908     2.089675
#> Merc 450SL              1.864695     1.967026 6.453966  7.149384     2.012457
#> Merc 450SLC             1.949180     2.064990 7.022926  7.885218     2.133638
#> Cadillac Fleetwood      2.129312     2.308334 8.409077 10.057651     3.941460
#> Lincoln Continental     2.129312     2.308334 8.409077 10.057651     3.714985
#> Chrysler Imperial       1.968111     2.089631 7.157144  8.081933     2.768111
#> Fiat 128                1.105738     1.377766 3.021453  3.966031     0.000000
#> Honda Civic             1.212154     1.446609 3.360716  4.248683     0.000000
#> Toyota Corolla          1.025051     1.323989 2.787237  3.758383     0.000000
#> Toyota Corona           1.670336     1.783732 5.313954  5.952026     1.711928
#> Dodge Challenger        1.937709     2.051277 6.942826  7.777827     2.749957
#> AMC Javelin             1.949180     2.064990 7.022926  7.885218     2.397059
#> Camaro Z28              2.021806     2.160467 7.551949  8.675187     2.885766
#> Pontiac Firebird        1.780449     1.883017 5.932521  6.573306     1.850931
#> Fiat X1-9               1.373076     1.559275 3.947474  4.755373     0.947229
#> Porsche 914-2           1.441452     1.609014 4.226827  4.997882     1.004318
#> Lotus Europa            1.212154     1.446609 3.360716  4.248683     0.000000
#> Ford Pantera L          1.925455     2.036797 6.858268  7.666012     2.748559
#> Ferrari Dino            1.757120     1.861139 5.795723  6.431061     1.938334
#> Maserati Bora           1.957157     2.074346 7.079173  7.959336     2.830925
#> Volvo 142E              1.675459     1.788199 5.341244  5.978676     1.097147
#>                     PI_log_upper  PI_lower     PI_upper
#> Mazda RX4              10.804241  6.280809    49229.153
#> Mazda RX4 Wag          10.903344  6.077437    54357.817
#> Datsun 710             10.224851  2.913637    27580.137
#> Hornet 4 Drive         10.493338  2.917519    36074.367
#> Hornet Sportabout      11.362047  6.799799    85995.239
#> Valiant                11.990495  7.137112   161215.202
#> Duster 360             13.594546 19.895773   801745.380
#> Merc 240D               9.533633  2.751755    13816.700
#> Merc 230               10.293878  2.884497    29551.150
#> Merc 280               11.707176  6.796918   121440.055
#> Merc 280C              12.101293  7.547760   180104.565
#> Merc 450SE             12.365603  8.082288   234591.926
#> Merc 450SL             12.360216  7.481680   233331.660
#> Merc 450SLC            13.209279  8.445533   545402.060
#> Cadillac Fleetwood     16.147148 51.493752 10294781.980
#> Lincoln Continental    16.361353 41.057969 12753972.579
#> Chrysler Imperial      13.174684 15.928512   526856.646
#> Fiat 128                7.214522  1.000000     1359.024
#> Honda Civic             7.914168  1.000000     2735.769
#> Toyota Corolla          7.121770  1.000000     1238.641
#> Toyota Corona          11.232324  5.539633    75532.963
#> Dodge Challenger       13.311771 15.641962   604266.459
#> AMC Javelin            13.583642 10.990809   793050.244
#> Camaro Z28             14.226034 17.917280  1507606.588
#> Pontiac Firebird       11.544513  6.365746   103209.135
#> Fiat X1-9               8.475659  2.578554     4796.582
#> Porsche 914-2           9.083428  2.730045     8808.111
#> Lotus Europa            8.307705  1.000000     4054.997
#> Ford Pantera L         12.877432 15.620101   391379.144
#> Ferrari Dino           11.558573  6.947164   104670.594
#> Maserati Bora          13.554351 16.961149   770157.820
#> Volvo 142E             10.914100  2.995606    54945.635