Nothing
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) <arXiv:1604.04173>, Diquigiovanni, Fontana, and Vantini (2021) <arXiv:2102.06746>, Diquigiovanni, Fontana, and Vantini (2021) <arXiv:2106.01792>, Solari, and Djordjilovic (2021) <arXiv:2103.00627>.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Jacopo Diquigiovanni [aut, ths], Matteo Fontana [aut, ths], Aldo Solari [aut, ths], Simone Vantini [aut, ths], Paolo Vergottini [aut, cre], Ryan Tibshirani [ctb] |
| Maintainer | Paolo Vergottini <paolo.vergottini@gmail.com> |
| License | GPL-2 |
| Version | 1.1.1 |
| URL | https://github.com/ryantibs/conformal https://github.com/paolo-vergo/conformalInference.multi |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the conformalInference.multi package in your browser
Any scripts or data that you put into this service are public.
