flatten_cp_bin_intervals

Flatten binned conformal prediction intervals to 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

flatten_cp_bin_intervals function

<dl><dt>lst</dt>
<dd>list of binned conformal prediction intervals</dd>
<dt>contiguize</dt>
<dd>logical indicating whether to contiguize the intervals</dd></dl>

Arguments

Flatten binned conformal prediction intervals to contiguous intervals — flatten_cp_bin_intervals

<dl>

<dt>lst</dt>
<dd>list of binned conformal prediction intervals</dd>


<dt>contiguize</dt>
<dd>logical indicating whether to contiguize the intervals</dd>

</dl>

flatten_cp_bin_intervals: Flatten binned conformal prediction intervals to contiguous intervals

Description

Usage

Arguments