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

[Christian Kampichler]

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?

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Christian Kampichler
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