PredictiveRegression: Prediction Intervals for Three Basic Statistical Models

Three prediction algorithms described in the paper "On-line predictive linear regression" Annals of Statistics 37, 1566 - 1590 (2009)

Version: 0.1-3
Published: 2011-12-05
Author: Vladimir Vovk and Ilia Nouretdinov
Maintainer: Vladimir Vovk <vovk at cs.rhul.ac.uk>
License: file LICENSE
CRAN checks: PredictiveRegression results

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Package source: PredictiveRegression_0.1-3.tar.gz
MacOS X binary: PredictiveRegression_0.1-3.tgz
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Reference manual: PredictiveRegression.pdf
Old sources: PredictiveRegression archive