  The prediction interval is gaining prominence in meta-analysis as it enables
the assessment of uncertainties in treatment effects and heterogeneity between
studies. However, coverage probabilities of the current standard method for
constructing prediction intervals cannot retain their nominal levels in
general, particularly when the number of synthesized studies is moderate or
small, because their validities depend on large sample approximations.
Recently, several methods have developed been to address this issue. This paper
briefly summarizes the recent developments in methods of prediction intervals
and provides readable examples using R for multiple types of data with simple
code. The pimeta package is an R package that provides these improved methods
to calculate accurate prediction intervals and graphical tools to illustrate
these results. The pimeta package is listed in ``CRAN Task View:
Meta-Analysis.'' The analysis is easily performed in R using a series of R
packages.
