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jkitchin / pycse

Python computations in science and engineering
GNU General Public License v2.0
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Prediction Intervals #34

Open AhmedThahir opened 7 months ago

AhmedThahir commented 7 months ago

This is regarding

https://github.com/jkitchin/pycse/blob/329733b75fc7ba01215ff64a56cd7b2f3f0a9b32/pycse/PYCSE.py#L237

https://github.com/jkitchin/pycse/blob/329733b75fc7ba01215ff64a56cd7b2f3f0a9b32/pycse/PYCSE.py#L274

It looks like this is the formula for confidence interval for the mean response. The prediction intervals should have an extra $+1$ term

Please correct me if I'm wrong:

image

jkitchin commented 6 months ago

Do you have a reference for this image? I can see what you are talking about. The push above gets it more correct, but still leaves out the CovMatrix term.