conformalbayes-package: conformalbayes: Jackknife(+) Predictive Intervals for...
In conformalbayes: Jackknife(+) Predictive Intervals for Bayesian Models
conformalbayes-package R Documentation
conformalbayes: Jackknife(+) Predictive Intervals for Bayesian Models
Description
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.
Author(s)
Maintainer: Cory McCartan cmccartan@g.harvard.edu (ORCID)
See Also
Useful links:
conformalbayes documentation built on Aug. 12, 2022, 9:06 a.m.
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| conformalbayes-package | R Documentation |
conformalbayes: Jackknife(+) Predictive Intervals for Bayesian Models
Description
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.
Author(s)
Maintainer: Cory McCartan cmccartan@g.harvard.edu (ORCID)
See Also
Useful links:
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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