rel_error

Relative Error Function for Non-Conformity Scores by Predicted Values

internal

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 (2026) <DOI:10.1017/pan.2025.10010>.

David Randahl

pintervals

Model Agnostic Prediction Intervals

Jonathan P. Williams

Anders Hjort

rel_error function

<dl><dt>pred</dt>
<dd>a numeric vector of predicted values</dd>
<dt>truth</dt>
<dd>a numeric vector of true values</dd></dl>

Arguments

Relative Error Function for Non-Conformity Scores by Predicted Values — rel_error

<dl>

<dt>pred</dt>
<dd>a numeric vector of predicted values</dd>


<dt>truth</dt>
<dd>a numeric vector of true values</dd>

</dl>

rel_error: Relative Error Function for Non-Conformity Scores by Predicted Values

Description

Usage

Value

Arguments