Prediction Intervals

[AhmedThahir]

This is regarding

pycse/pycse/PYCSE.py

Line 237 in 329733b

def nlpredict(X, y, model, loss, popt, xnew, alpha=0.05, ub=1e-5, ef=1.05):

pycse/pycse/PYCSE.py

Line 274 in 329733b

uncerts = np.sqrt(np.diag(gprime @ I_fisher @ gprime.T))

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:

[jkitchin]

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.