conformalbayes-package: conformalbayes: Jackknife(+) Predictive Intervals for...

conformalbayes-packageR Documentation

conformalbayes: Jackknife(+) Predictive Intervals for Bayesian Models



Provides functions to construct finite-sample calibrated predictive intervals for Bayesian models, following the approach in Barber et al. (2021) doi: 10.1214/20-AOS1965. These intervals are calculated efficiently using importance sampling for the leave-one-out residuals. By default, the intervals will also reflect the relative uncertainty in the Bayesian model, using the locally-weighted conformal methods of Lei et al. (2018) doi: 10.1080/01621459.2017.1307116.


Maintainer: Cory McCartan (ORCID)

See Also

Useful links:

conformalbayes documentation built on Aug. 12, 2022, 9:06 a.m.