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prediction_intervals

Function prediction_intervals 

Source
pub fn prediction_intervals(
    fit: &FregreLmResult,
    train_data: &FdMatrix,
    train_scalar: Option<&FdMatrix>,
    new_data: &FdMatrix,
    new_scalar: Option<&FdMatrix>,
    confidence_level: f64,
) -> Option<PredictionIntervalResult>
Expand description

Prediction intervals for new observations from a linear functional regression model.

Computes prediction intervals accounting for both estimation uncertainty (through the hat matrix) and residual variance.