Provides functions to construct finite-sample calibrated predictive intervals for Bayesian models, following the approach in Barber et al. (2021) <doi:10.1214/20-AOS1965>. These intervals are calculated efficiently using importance sampling for the leave-one-out residuals. By default, the intervals will also reflect the relative uncertainty in the Bayesian model, using the locally-weighted conformal methods of Lei et al. (2018) <doi:10.1080/01621459.2017.1307116>.
Version: 0.1.2 Imports: cli, rstantools, loo, matrixStats Suggests: rstanarm, brms, testthat (≥ 3.0.0), ggplot2, knitr, rmarkdown Published: 2022-08-12 DOI: 10.32614/CRAN.package.conformalbayes Author: Cory McCartan [aut, cre] Maintainer: Cory McCartan <cmccartan at g.harvard.edu> BugReports: https://github.com/CoryMcCartan/conformalbayes/issues License: MIT + file LICENSE URL: https://github.com/CoryMcCartan/conformalbayes, https://corymccartan.com/conformalbayes/ NeedsCompilation: no Materials: README NEWS CRAN checks: conformalbayes results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=conformalbayes to link to this page.
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