fabContinuousPrediction: Obtain a FAB conformal prediction interval

View source: R/fabContinuousPrediction.R

fabContinuousPredictionR Documentation

Obtain a FAB conformal prediction interval

Description

This function computes a FAB conformal prediction region as described in Bersson and Hoff 2022.

Usage

fabContinuousPrediction(Y, alpha = 0.15, mu = 0, tau2 = 1)

Arguments

Y

Observed data vector

alpha

Prediction error rate

mu

Prior expected mean of the population mean

tau2

Prior expected variance of the population mean

Value

pred object


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