conformalInference.multi: Conformal Inference Tools for Regression with Multivariate
Response
It computes full conformal, split conformal and multi split
conformal prediction regions when the response variable is
multivariate (i.e. dimension is greater than one). Moreover, the
package also contain plot functions to visualize the output of the
full and split conformal functions.
To guarantee consistency, the package structure mimics the univariate 'conformalInference'
package of professor Ryan Tibshirani.
The main references for the code are:
Lei et al. (2016) <doi:10.48550/arXiv.1604.04173>,
Diquigiovanni, Fontana, and Vantini (2021) <doi:10.48550/arXiv.2102.06746>,
Diquigiovanni, Fontana, and Vantini (2021) <doi:10.48550/arXiv.2106.01792>,
Solari, and Djordjilovic (2021) <doi:10.48550/arXiv.2103.00627>.
| Version: |
1.1.1 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
future (≥ 1.23.0), future.apply (≥ 1.8.1), ggplot2 (≥
3.3.5), glmnet, gridExtra (≥ 2.3), hrbrthemes, stats |
| Suggests: |
mvtnorm, pbapply |
| Published: |
2022-03-16 |
| DOI: |
10.32614/CRAN.package.conformalInference.multi |
| Author: |
Jacopo Diquigiovanni [aut, ths],
Matteo Fontana [aut, ths],
Aldo Solari [aut, ths],
Simone Vantini [aut, ths],
Paolo Vergottini [aut, cre],
Ryan Tibshirani [ctb] |
| Maintainer: |
Paolo Vergottini <paolo.vergottini at gmail.com> |
| License: |
GPL-2 |
| URL: |
https://github.com/ryantibs/conformal,
https://github.com/paolo-vergo/conformalInference.multi |
| NeedsCompilation: |
no |
| Materials: |
NEWS |
| CRAN checks: |
conformalInference.multi results |
Documentation:
Downloads:
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