coverage_gap_finder

Function to find the coverage gap for a set of clusters

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

coverage_gap_finder function

<dl><dt>ncs</dt>
<dd>Vector of non-conformity scores</dd>
<dt>class_vec</dt>
<dd>Vector of class labels</dd>
<dt>cluster</dt>
<dd>Vector of cluster labels</dd></dl>

Arguments

Function to find the coverage gap for a set of clusters — coverage_gap_finder

<dl>

<dt>ncs</dt>
<dd>Vector of non-conformity scores</dd>


<dt>class_vec</dt>
<dd>Vector of class labels</dd>


<dt>cluster</dt>
<dd>Vector of cluster labels</dd>

</dl>

coverage_gap_finder: Function to find the coverage gap for a set of clusters

Description

Usage

Value

Arguments