fabPrediction: Compute FAB (Frequentist and Bayes) Conformal Prediction Intervals

Computes and plots prediction intervals for numerical data or prediction sets for categorical data using prior information. Empirical Bayes procedures to estimate the prior information from multi-group data are included. See, e.g.,Bersson and Hoff (2022) <arXiv:2204.08122> "Optimal Conformal Prediction for Small Areas".

Package details

AuthorElizabeth Bersson [aut, cre, cph]
MaintainerElizabeth Bersson <elizabeth.bersson@duke.edu>
LicenseGPL-3
Version1.0.4
URL https://github.com/betsybersson/fabPrediction
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fabPrediction")

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fabPrediction documentation built on May 29, 2024, 7:05 a.m.