conformal_pdf_breaks: calculate conformal scores and split into level groupings
In benjaminleroy/simulationBands: Conformal Prediction Bands with Simulations

calculate conformal scores and split into level groupings

conformal_pdf_breaks(
  individual_df,
  split_conformal_info_vector,
  conformal_score = c("cde", "mass")
)

individual_df

data.frame that contains information from a single (x) with the following columns:

split_conformal_info_vector

a vector of conformal / non-conformal scores from a calibration set

conformal_score

string to indicate if we will be doing use the CDE conformal score ("cde") or mass non-conformal score ("mass")

For split_conformal_info_vector need to feed in acceptable conformal or non-conformal scores depending upon conformal_score string value.

In the output, the "cuts" are assoicated with y:\hat{f}(y|x) > λ_i

individual_df with additional columns, specifically:

g_id: string defining which conformal "cut" of the conformal score values the fit density lives in
g_id2: integer factor representation of g_id
g_id3: g_id2/max(g_id2)
cut_off_lower: lower threshold from g_id as scalar
cut_off_upper: upper threshold from g_id as scalar