conformalRegressor {caretForecast}

Fit a conformal regressor.

Description

Fit a conformal regressor.

Usage

conformalRegressor(residuals, sigmas = NULL)

Arguments

residuals

Model residuals.

sigmas

A vector of difficulty estimates

Value

A conformalRegressor object

Author(s)

Resul Akay

References

Boström, H., 2022. crepes: a Python Package for Generating Conformal Regressors and Predictive Systems. In Conformal and Probabilistic Prediction and Applications. PMLR, 179. https://copa-conference.com/papers/COPA2022_paper_11.pdf