conformalbayes: Jackknife(+) Predictive Intervals for Bayesian Models (original) (raw)
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 |
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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 |
BugReports: | https://github.com/CoryMcCartan/conformalbayes/issues |
License: | MIT + file |
URL: | https://github.com/CoryMcCartan/conformalbayes,https://corymccartan.com/conformalbayes/ |
NeedsCompilation: | no |
Materials: | README NEWS |
CRAN checks: | conformalbayes results |
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