jthaman / ciTools

An R Package for Quick Uncertainty Intervals
GNU General Public License v3.0
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Fix gaussian GLMs #15

Closed jthaman closed 6 years ago

jthaman commented 6 years ago

These patches fix the issues raised by James Stewart regarding GLM regressions and the Gaussian family. Now when family="gaussian" is used in glm, the results from add_{pi, probs, quantile} will appear as if a linear model has been fit.

Since we assume Normally distributed errors, the outputs of add_{pi, probs, quantile}.lm and add_{pi, probs, quantile}.glm agree when the link function is identity, even though the models are fit with two distinct algorithms.

Closes #14