bin_chopper

Bin chopper function for binned bootstrapping

Provides tools for estimating model-agnostic prediction intervals using conformal prediction, bootstrapping, and parametric prediction intervals. The package is designed for ease of use, offering intuitive functions for both binned and full conformal prediction methods, as well as parametric interval estimation with diagnostic checks. Currently only working for continuous predictions. For details on the conformal and bin-conditional conformal prediction methods, see Randahl, Williams, and Hegre (2024) <DOI:10.48550/arXiv.2410.14507>.

David Randahl

pintervals

Model Agnostic Prediction Intervals

Jonathan P. Williams

Anders Hjort

bin_chopper function

<dl><dt>x</dt>
<dd>vector of values to be binned</dd>
<dt>nbins</dt>
<dd>number of bins</dd>
<dt>return_breaks</dt>
<dd>logical indicating whether to return the bin breaks</dd></dl>

Arguments

Bin chopper function for binned bootstrapping — bin_chopper

<dl>

<dt>x</dt>
<dd>vector of values to be binned</dd>


<dt>nbins</dt>
<dd>number of bins</dd>


<dt>return_breaks</dt>
<dd>logical indicating whether to return the bin breaks</dd>

</dl>

bin_chopper: Bin chopper function for binned bootstrapping

Description

Usage

Arguments