conformalbayes

conformalbayes-package

<img src="figures/logo.png?package=conformalbayes&version=0.1.4" style="float: right" alt="logo" width="120">
Provides functions to construct finite-sample calibrated predictive intervals for Bayesian models, following the approach in Barber et al. (2021) tools:::Rd_expr_doi("10.1214/20-AOS1965"). These intervals are calculated efficiently using importance sampling for the leave-one-out residuals. By default, the intervals will also reflect the relative uncertainty in the Bayesian model, using the locally-weighted conformal methods of Lei et al. (2018) tools:::Rd_expr_doi("10.1080/01621459.2017.1307116").

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Provides functions to construct finite-sample calibrated predictive
intervals for Bayesian models, following the approach in Barber et al.
(2021) <doi:10.1214/20-AOS1965>. These intervals are calculated efficiently
using importance sampling for the leave-one-out residuals. By default,
the intervals will also reflect the relative uncertainty in the Bayesian
model, using the locally-weighted conformal methods of Lei et al. (2018)
<doi:10.1080/01621459.2017.1307116>.

Cory McCartan

Jackknife(+) Predictive Intervals for Bayesian Models

conformalbayes-package function

Maintainer: Cory McCartan <a href="/link/mccartan%40psu.edu?package=conformalbayes&version=0.1.4" data-mini-rdoc="conformalbayes::mccartan@psu.edu">mccartan@psu.edu</a> (<a href="https://orcid.org/0000-0002-6251-669X">ORCID</a>)

Author

<img src='figures/logo.png' style='float: right' alt='logo' width='120' />
Provides functions to construct finite-sample calibrated predictive intervals for Bayesian models, following the approach in Barber et al. (2021) tools:::Rd_expr_doi("10.1214/20-AOS1965"). These intervals are calculated efficiently using importance sampling for the leave-one-out residuals. By default, the intervals will also reflect the relative uncertainty in the Bayesian model, using the locally-weighted conformal methods of Lei et al. (2018) tools:::Rd_expr_doi("10.1080/01621459.2017.1307116").

conformalbayes: Jackknife(+) Predictive Intervals for Bayesian Models — conformalbayes-package

Maintainer: Cory McCartan <a href='mailto:mccartan@psu.edu'>mccartan@psu.edu</a> (<a href='https://orcid.org/0000-0002-6251-669X'>ORCID</a>)

conformalbayes-package: conformalbayes: Jackknife(+) Predictive Intervals for Bayesian Models

Description

Arguments

Author

See Also