Efficient Tuning-Free Conformal Prediction

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Documentation for package ‘ConformalSmallest’ version 1.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

conf_CQR	Conditional width and coverage for CQR, internal function used inside conf_CQR_conditional
conf_CQR_conditional	Conditional width and coverage for CQR
conf_CQR_prelim	preliminary function for CQR
conf_CQR_reg	EFCP and VFCP for CQR, CQR-m, CQR-r
conf_CQR_reg_conditional	Conditional width and coverage for EFCP, VFCP between CQR, CQR-m, CQR-r
cv.fun	Cross validation conformal prediction for ridge regression
efcp.fun	Efficiency first conformal prediction for ridge regression
efcp_cqr	Efficiency first conformal prediction for Conformal Quantile Regression
efcp_ridge	Efficiency first conformal prediction for ridge regression
ginverse.fun	Conformal prediction for linear regression
ginverselm.funs	Internal function used for ginverse.fun
my.ginverselm.funs	Internal function used for ginverse.fun
naive.fun	Conformal prediction for linear regression
pois_n400_reps100	Outcomes of an example for tuning-free conformalized quantile regression(CQR).
ridge_linear_cov100_t3	Outcomes of an example for tuning-free conformal prediction with ridge regression.
ridge_linear_cov100_t5	Outcomes of an example for tuning-free conformal prediction with ridge regression.
ridge_linear_len100_t3	Outcomes of an example for tuning-free conformal prediction with ridge regression.
ridge_linear_len100_t5	Outcomes of an example for tuning-free conformal prediction with ridge regression.
star.fun	Conformal prediction for ridge regression, tuning parameter by minimizing the mean of the residuals
vfcp.fun	Validity first conformal prediction for ridge regression
vfcp_cqr	Validity first conformal prediction for Conformal Quantile Regression
vfcp_ridge	Validity first conformal prediction for ridge regression