Wei-weiWang/jackknifeplus: Construct predictive inference using the jackknifeplus

Jackknifeplus is a conformal prediction method to construct prediction intervals without distributional or algorithmic assumptions. It constructs the prediction interval based on the sample quantile of leave oneo out (LOO) residuals. This package will create Jackknifeplus prediction intervals.

Getting started

Package details

Maintainer
LicenseGPL (>= 3)
Version1.0.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("Wei-weiWang/jackknifeplus")
Wei-weiWang/jackknifeplus documentation built on Dec. 18, 2021, 7:16 p.m.