conformalInference.multi
Conformal Inference Tools for Regression with Multivariate Response
It computes full conformal, split conformal and multi split conformal prediction regions when the response variable is multivariate (i.e. dimension is greater than one). Moreover, the package also contain plot functions to visualize the output of the full and split conformal functions. To guarantee consistency, the package structure mimics the univariate 'conformalInference' package of professor Ryan Tibshirani. The main references for the code are: Lei et al. (2016) doi:10.48550/arXiv.1604.04173, Diquigiovanni, Fontana, and Vantini (2021) doi:10.48550/arXiv.2102.06746, Diquigiovanni, Fontana, and Vantini (2021) doi:10.48550/arXiv.2106.01792, Solari, and Djordjilovic (2021) doi:10.48550/arXiv.2103.00627.
- Version1.1.1
- R versionunknown
- LicenseGPL-2
- Needs compilation?No
- Lei et al. (2016)
- Diquigiovanni, Fontana, and Vantini (2021)
- Diquigiovanni, Fontana, and Vantini (2021)
- Solari, and Djordjilovic (2021)
- Last release03/16/2022
Documentation
Team
Paolo Vergottini
Aldo Solari
Show author detailsRolesAuthor, Thesis advisorSimone Vantini
Show author detailsRolesAuthor, Thesis advisorJacopo Diquigiovanni
Show author detailsRolesAuthor, Thesis advisorMatteo Fontana
Show author detailsRolesAuthor, Thesis advisorRyan Tibshirani
Show author detailsRolesContributor
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