Compute FAB (Frequentist and Bayes) Conformal Prediction Intervals
Obtain a Bayesian prediction interval for categorical data
Obtain a Bayesian prediction interval
Obtain a distance-to-average conformal prediction interval
Create Identity Matrix
Obtain a FAB conformal prediction interval for categorical data
Obtain a FAB conformal prediction interval
fabPrediction: Compute FAB Conformal Prediction Intervals
Obtain empirical Bayesian estimates for group j
Obtain inital guess of MLE of the marginal Dirichlet-multinomial likel...
Obtain a pivot prediction interval
Plot a pred object constructed for a categorical response
Obtain empirical Bayesian estimates for conjugate normal spatial Fay-H...
Obtain gradient of the marginal Dirichlet-multinomial likelihood
Obtain Hessian of the marginal Dirichlet-multinomial likelihood
Obtain MLE of marginal Dirichlet-multinomial likelihood
Wrapper to obtain a prediction interval for continuous data
Wrapper to obtain a prediction set for categorical data
Generate a random sample from a Dirichlet distribution
Row standardize a matrix
Computes and plots prediction intervals for numerical data or prediction sets for categorical data using prior information. Empirical Bayes procedures to estimate the prior information from multi-group data are included. See, e.g.,Bersson and Hoff (2022) <arXiv:2204.08122> "Optimal Conformal Prediction for Small Areas".
Useful links