ConformalSmallest: Efficient Tuning-Free Conformal Prediction

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>.

Package details

AuthorYachong Yang [aut, cre]
MaintainerYachong Yang <yachong@wharton.upenn.edu>
LicenseGPL (>= 3)
Version1.0
URL https://github.com/Elsa-Yang98/ConformalSmallest
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ConformalSmallest")

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ConformalSmallest documentation built on Aug. 9, 2021, 5:07 p.m.