ConformalSmallest

Efficient Tuning-Free Conformal Prediction

CRAN Package

An implementation of efficiency first conformal prediction (EFCP) and validity first conformal prediction (VFCP) that demonstrates both validity (coverage guarantee) and efficiency (width guarantee). To learn how to use it, check the vignettes for a quick tutorial. The package is based on the work by Yang Y., Kuchibhotla A.,(2021) doi:10.48550/arXiv.2104.13871.


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  • Imports4 packages
  • Suggests5 packages