Model Agnostic Prediction Intervals
Absolute Error Function for Non-Conformity Scores
Function to compute the between-cluster sum of squares (BCSS) for a se...
Bin chopper function for binned bootstrapping
Bin-individual alpha function for conformal prediction
Bootstrap function for bootstrapping the prediction intervals
Cauchy Kernel Function
Function to compute the Calinski-Harabasz index for a set of clusters
Function to convert class vector to cluster vector based on calibrated...
Function to cluster non-conformity scores using either Kolmogorov-Smir...
Contiguize non-contiguous intervals
Function to find the coverage gap for a set of clusters
Function to find the minimum distance between a class and a set of clu...
Function to convert distance measure to probability
Flatten binned conformal prediction intervals to contiguous intervals
Gaussian Kernel Function
Grid search for lower and upper bounds of continuous conformal predict...
Inner function for grid search
Heterogeneous Error Function for Non-Conformity Scores
Empirical coverage of prediction intervals
Empirical miscoverage of prediction intervals
Mean interval score (MIS) for prediction intervals
Mean width of prediction intervals
Function to perform K-means clustering on quantile empirical cumulativ...
Function to assign classes to clusters based on Kolmogorov-Smirnov clu...
Function to initialize clusters for Kolmogorov-Smirnov clustering
Function to perform Kolmogorov-Smirnov clustering on non-conformity sc...
Logistic Kernel Function
Helper for minimum quantile to alpha function
Non-Conformity Score Computation Function
Function to optimize clusters based on the Calinski-Harabasz index
Bin-conditional conformal prediction intervals for continuous predicti...
Bootstrap prediction intervals
Clustered conformal prediction intervals for continuous predictions
Conformal Prediction Intervals of Continuous Values
Mondrian conformal prediction intervals for continuous predictions
#' Parametric prediction intervals for continuous predictions
pintervals: Model Agnostic Prediction Intervals
Raw Error Function for Non-Conformity Scores
Reciprocal Linear Kernel Function
Relative Error Function for Non-Conformity Scores by predicted Values
Function to compute the within-cluster sum of squares (WCSS) for a set...
Zero-adjusted Relative Error Function for Non-Conformity Scores by pre...
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 (2024) <DOI:10.48550/arXiv.2410.14507>.