Package: pintervals 0.7.5
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 (2024) <doi:10.48550/arXiv.2410.14507>.
Authors:
pintervals_0.7.5.tar.gz
pintervals_0.7.5.zip(r-4.5)pintervals_0.7.5.zip(r-4.4)pintervals_0.7.5.zip(r-4.3)
pintervals_0.7.5.tgz(r-4.5-any)pintervals_0.7.5.tgz(r-4.4-any)pintervals_0.7.5.tgz(r-4.3-any)
pintervals_0.7.5.tar.gz(r-4.5-noble)pintervals_0.7.5.tar.gz(r-4.4-noble)
pintervals_0.7.5.tgz(r-4.4-emscripten)pintervals_0.7.5.tgz(r-4.3-emscripten)
pintervals.pdf |pintervals.html✨
pintervals/json (API)
| # Install 'pintervals' in R: |
| install.packages('pintervals', repos = c('https://doktorandahl.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 days agofrom:f58613b3da. Checks:9 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 06 2025 |
| R-4.5-win | OK | Mar 06 2025 |
| R-4.5-mac | OK | Mar 06 2025 |
| R-4.5-linux | OK | Mar 06 2025 |
| R-4.4-win | OK | Mar 06 2025 |
| R-4.4-mac | OK | Mar 06 2025 |
| R-4.4-linux | OK | Mar 06 2025 |
| R-4.3-win | OK | Mar 06 2025 |
| R-4.3-mac | OK | Mar 06 2025 |
Exports:pinterval_bootstrappinterval_cp_binspinterval_cp_contpinterval_parametric
Dependencies:clicodetoolsdplyrfansiforeachgenericsglueiteratorslifecyclemagrittrpillarpkgconfigR6rlangtibbletidyselectutf8vctrswithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Absolute Error | abs_error |
| Bin chopper function for binned bootstrapping | bin_chopper |
| Bin-individual alpha function for conformal prediction | bindividual_alpha |
| Bootstrap function for bootstrapping the prediction intervals | bootstrap_inner |
| Contiguize non-contiguous intervals | contiguize_intervals |
| Flatten binned conformal prediction intervals to contiguous intervals | flatten_cp_bin_intervals |
| Grid search for lower and upper bounds of continuous conformal prediction intervals | grid_finder |
| Inner function for grid search | grid_inner |
| Helper for minimum quantile to alpha function | minq_to_alpha |
| Bin-conditional bootstrap prediction intervals | pinterval_boot_bins |
| Bootstrap prediction intervals | pinterval_bootstrap |
| Bin-conditional conformal prediction intervals for continuous predictions | pinterval_cp_bins |
| Continuous Conformal Prediction Intervals | pinterval_cp_cont |
| Parametric prediction intervals for continuous predictions | pinterval_parametric |
| Weights calculator for weighted conformal prediction | weights_calculator |
