conformalbayes-package | R Documentation |
Provides functions to construct finite-sample calibrated predictive intervals for Bayesian models, following the approach in Barber et al. (2021) \Sexpr[results=rd]{tools:::Rd_expr_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) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/01621459.2017.1307116")}.
Maintainer: Cory McCartan cmccartan@g.harvard.edu (ORCID)
Useful links:
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.