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How to calculate prediction intervals? #99

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aaronnkang opened this issue May 2, 2022 · 1 comment

aaronnkang commented May 2, 2022

I can see how to generate confidence intervals using prediction_variance? Do you know of a way to generate prediction intervals?

Thanks

Owner

cjekel commented May 4, 2022

Is this what you want? https://github.com/cjekel/piecewise_linear_fit_py/blob/master/examples/prediction_variance.py

That plot should give the prediction with +- error bars.

What do you want a confidence interval of?

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