pintervals: an R package for model-agnostic prediction intervals
Introduction | Prediction intervals | Conformal prediction | Mondrian conformal prediction | Clustered conformal prediction | Distance weighted conformal prediction | Bin-conditional conformal prediction | Bootstrapped prediction intervals | Parametric prediction intervals | The pintervals package and main functions | Conformal prediction intervals | Mondrian and clustered conformal prediction intervals | Bin-conditional conformal prediction intervals | Distance weighted conformal prediction intervals | Using pintervals: An example with predicting county-level turnout | Subgroup coverage with Mondrian and clustered CP | Coverage within ranges of the target with bin-conditional CP | Conclusion | References | Appendix: Simulation-based evaluation of prediction interval methods | Aggregate coverage simulations | Subgroup-wise coverage simulations | Coverage within ranges of the target simulations