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VPC Percentiles and Prediction Intervals

James Craig, Samer Mouksassi, Olivier Barriere, Benjamin Rich

Last update: 18 January 2024

Copyright license: MIT license, File License

Software version identifier: 1.4.0, 1.0.0, 1.1.0, 1.2.0, 1.3.0, 1.5.0, 1.5.1

Perform a Visual Predictive Check (VPC), while accounting for stratification, censoring, and prediction correction. Using piping from 'magrittr', the intuitive syntax gives users a flexible and powerful method to generate VPCs using both traditional binning and a new binless approach Jamsen et al. (2018) <doi:10.1002/psp4.12319> with Additive Quantile Regression (AQR) and Locally Estimated Scatterplot Smoothing (LOESS) prediction correction.





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