minq_to_alpha

Helper for minimum quantile to alpha function

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

minq_to_alpha function

<dl><dt>minq</dt>
<dd>minimum quantile</dd>
<dt>alpha</dt>
<dd>alpha level</dd></dl>

Arguments

Helper for minimum quantile to alpha function — minq_to_alpha

<dl>

<dt>minq</dt>
<dd>minimum quantile</dd>


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

</dl>

minq_to_alpha: Helper for minimum quantile to alpha function

Description

Usage

Arguments