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) <arXiv:2104.13871>.
| Version: | 1.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | glmnet, mvtnorm, stats, MASS, quantregForest |
| Suggests: | testthat (≥ 3.0.0), knitr, rmarkdown, ggplot2, repr |
| Published: | 2021-08-09 |
| Author: | Yachong Yang [aut, cre] |
| Maintainer: | Yachong Yang <yachong at wharton.upenn.edu> |
| License: | GPL (≥ 3) |
| URL: | https://github.com/Elsa-Yang98/ConformalSmallest |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | ConformalSmallest results |
| Reference manual: | ConformalSmallest.pdf |
| Vignettes: |
Example-tuning_free_CQR Example-tuning-free_ridge_regression |
| Package source: | ConformalSmallest_1.0.tar.gz |
| Windows binaries: | r-devel: ConformalSmallest_1.0.zip, r-release: ConformalSmallest_1.0.zip, r-oldrel: ConformalSmallest_1.0.zip |
| macOS binaries: | r-release (arm64): ConformalSmallest_1.0.tgz, r-oldrel (arm64): ConformalSmallest_1.0.tgz, r-release (x86_64): ConformalSmallest_1.0.tgz, r-oldrel (x86_64): ConformalSmallest_1.0.tgz |
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