CRAN/E | ConformalSmallest

ConformalSmallest

Efficient Tuning-Free Conformal Prediction

Installation

About

An implementation of efficiency first conformal prediction (EFCP) and validity first conformal prediction (VFCP) that demonstrates both validity (coverage guarantee) and efficiency (width guarantee). To learn how to use it, check the vignettes for a quick tutorial. The package is based on the work by Yang Y., Kuchibhotla A.,(2021) .

github.com/Elsa-Yang98/ConformalSmallest

Key Metrics

Version 1.0
R ≥ 3.5.0
Published 2021-08-09 980 days ago
Needs compilation? no
License GPL (≥ 3)
CRAN checks ConformalSmallest results

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Maintainer

Maintainer

Yachong Yang

yachong@wharton.upenn.edu

Authors

Yachong Yang

aut / cre

Material

README
Reference manual
Package source

Vignettes

Example-tuning_free_CQR
Example-tuning-free_ridge_regression

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

R ≥ 3.5.0

Imports

glmnet
mvtnorm
stats
MASS
quantregForest

Suggests

testthat ≥ 3.0.0
knitr
rmarkdown
ggplot2
repr