bindividual_alpha

Bin-individual alpha function for conformal prediction

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

bindividual_alpha function

<dl><dt>minqs</dt>
<dd>Minimum quantiles</dd>
<dt>alpha</dt>
<dd>alpha level</dd></dl>

Arguments

Bin-individual alpha function for conformal prediction — bindividual_alpha

<dl>

<dt>minqs</dt>
<dd>Minimum quantiles</dd>


<dt>alpha</dt>
<dd>alpha level</dd>

</dl>

bindividual_alpha: Bin-individual alpha function for conformal prediction

Description

Usage

Arguments