R/inferences_conformal_split.R

In marginaleffects: Predictions, Comparisons, Slopes, Marginal Means, and Hypothesis Tests

conformal_split <- function(x,
                            data_test,
                            data_calib,
                            score,
                            conf_level,
                            mfx = NULL,
                            ...) {
    # calibration
    # use original model---fitted on the training set---to make predictions in the calibration set
    p_calib <- refit(x, newdata = data_calib, vcov = FALSE)
    score <- get_conformal_score(p_calib, score = score, mfx = mfx)

    # test
    # use original model to make predictions in the test set
    p_test <- refit(x, newdata = data_test, vcov = FALSE)

    # bounds
    out <- get_conformal_bounds(p_test,
        score = score,
        conf_level = conf_level,
        mfx = mfx)

    return(out)
}