vfcp_cqr

split

beta_grid

params_grid

alpha

<p>Validity first conformal prediction for Conformal Quantile Regression</p>

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

vfcp_cqr function

Validity first conformal prediction for Conformal Quantile Regression — vfcp_cqr

Validity first conformal prediction for Conformal Quantile Regression

vfcp_cqr: Validity first conformal prediction for Conformal Quantile Regression

Description

Usage

Arguments

Value