[R] How do I calculate prediction intervals for GLM, BRT and MARS models in R?

Christian Kampichler christian.kampichler at web.de
Thu Feb 28 14:54:13 CET 2013

I'm working across the statistical literature to find methods for calculating prediction intervals for GLM, BRT (boosted regression tree) models and MARS (multivariate adaptive regression spline) models, but unfortunately my statistical background is too weak to understand most of the stuff I read. I would by satisfied by knowing how to code this in R (and accept the methods as black boxes...). Can anyone provide me with information on (1) which R packages can be used for these purposes, and (2) where I can find example code?

Christian Kampichler
Roghorst 91
6708 KD Wageningen, Niederlande
Tel +31 (0)317 417527
Mob +31 (0)6 26 32 39 72

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