pois_n400_reps100

A dataset containing the experiment results used in the vignettes.

datasets

An implementation of efficiency first conformal prediction (EFCP) and validity first conformal prediction (VFCP) that demonstrates both validity (coverage guarantee) and efficiency (width guarantee). To learn how to use it, check the vignettes for a quick tutorial. The package is based on the work by Yang Y., Kuchibhotla A.,(2021) <arxiv:2104.13871>.

Yachong Yang

ConformalSmallest

Efficient Tuning-Free Conformal Prediction

pois_n400_reps100 function

A list with 10 elements: x_test, n,nrep,width_mat, cov_mat,beta_mat, ntree_mat, cqr_method_mat, evaluations, alpha<dl class="dl-horizontal">
<dt>x_test</dt><dd>test points of x</dd>
<dt>n</dt><dd>number of training samples</dd>
<dt>nrep</dt><dd>number of replications</dd>
<dt>width_mat</dt><dd>a data frame with the first column being the width of the prediction regions</dd>
<dt>cov_mat</dt><dd>a data frame with the first column being the coverage of the prediction regions</dd>
<dt>beta_mat</dt><dd>a data frame with the first column being the beta for CQR used in the final prediction</dd>
<dt>ntree_mat</dt><dd>a data frame with the first column being the number of trees for CQR used in the final prediction</dd>
<dt>ntree_mat</dt><dd>a data frame with the first column being the CQR method (among CQR, CQR-m, CQR-r)used in the final prediction</dd>
<dt>alpha</dt><dd>desired miscoverage level</dd>
</dl>

Format

Outcomes of an example for tuning-free conformalized quantile regression(CQR). — pois_n400_reps100

A list with 10 elements: x_test, n,nrep,width_mat, cov_mat,beta_mat, ntree_mat, cqr_method_mat, evaluations, alpha<dl class='dl-horizontal'>
<dt>x_test</dt><dd>test points of x</dd>
<dt>n</dt><dd>number of training samples</dd>
<dt>nrep</dt><dd>number of replications</dd>
<dt>width_mat</dt><dd>a data frame with the first column being the width of the prediction regions</dd>
<dt>cov_mat</dt><dd>a data frame with the first column being the coverage of the prediction regions</dd>
<dt>beta_mat</dt><dd>a data frame with the first column being the beta for CQR used in the final prediction</dd>
<dt>ntree_mat</dt><dd>a data frame with the first column being the number of trees for CQR used in the final prediction</dd>
<dt>ntree_mat</dt><dd>a data frame with the first column being the CQR method (among CQR, CQR-m, CQR-r)used in the final prediction</dd>
<dt>alpha</dt><dd>desired miscoverage level</dd>
</dl>

pois_n400_reps100: Outcomes of an example for tuning-free conformalized quantile regression(CQR).

Description

Usage

Arguments

Format