surveillance (version 1.12.1)

algo.farrington.threshold: Compute prediction interval for a new observation

Description

Depending on the current transformation $h(y)= {y, \sqrt{y}, y^{2/3}}$, $$V(h(y_0)-h(\mu_0))=V(h(y_0))+V(h(\mu_0))$$ is used to compute a prediction interval. The prediction variance consists of a component due to the variance of having a single observation and a prediction variance.

Usage

algo.farrington.threshold(pred,phi,alpha=0.01,skewness.transform="none",y)

Arguments

pred
A GLM prediction object
phi
Current overdispersion parameter (superflous?)
alpha
Quantile level in Gaussian based CI, i.e. an $(1-\alpha)\cdot 100%$ confidence interval is computed.
skewness.transform
Skewness correction, i.e. one of "none", "1/2", or "2/3".
y
Observed number

Value

  • Vector of length four with lower and upper bounds of an $(1-\alpha)\cdot 100%$ confidence interval (first two arguments) and corresponding quantile of observation y together with the median of the predictive distribution.

encoding

latin1