Nothing
pintervals: Model Agnostic Prediction Intervals
Provides tools for estimating model-agnostic prediction intervals using conformal prediction, bootstrapping, and parametric prediction intervals. The package is designed for ease of use, offering intuitive functions for both binned and full conformal prediction methods, as well as parametric interval estimation with diagnostic checks. Currently only working for continuous predictions. For details on the conformal and bin-conditional conformal prediction methods, see Randahl, Williams, and Hegre (2026) <DOI:10.1017/pan.2025.10010>.
Browse package contents
Package details |
|
|---|---|
| Author | David Randahl [aut, cre], Jonathan P. Williams [ctb], Anders Hjort [ctb] |
| Maintainer | David Randahl <david.randahl@pcr.uu.se> |
| License | GPL (>= 3) |
| Version | 1.1.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the pintervals package in your browser
Any scripts or data that you put into this service are public.
