contiguize_intervals

Contiguize non-contiguous intervals

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

contiguize_intervals function

<dl><dt>pot_lower_bounds</dt>
<dd>Potential non-contiguous lower bounds</dd>
<dt>pot_upper_bounds</dt>
<dd>Potential non-contiguous upper bounds</dd>
<dt>empirical_lower_bounds</dt>
<dd>Observed lower bounds</dd>
<dt>empirical_upper_bounds</dt>
<dd>Observed upper bounds</dd>
<dt>return_all</dt>
<dd>Return all intervals or just contiguous intervals</dd></dl>

Arguments

Contiguize non-contiguous intervals — contiguize_intervals

<dl>

<dt>pot_lower_bounds</dt>
<dd>Potential non-contiguous lower bounds</dd>


<dt>pot_upper_bounds</dt>
<dd>Potential non-contiguous upper bounds</dd>


<dt>empirical_lower_bounds</dt>
<dd>Observed lower bounds</dd>


<dt>empirical_upper_bounds</dt>
<dd>Observed upper bounds</dd>


<dt>return_all</dt>
<dd>Return all intervals or just contiguous intervals</dd>

</dl>

contiguize_intervals: Contiguize non-contiguous intervals

Description

Usage

Arguments