Compute FAB (Frequentist and Bayes) Conformal Prediction Intervals


[Up] [Top]

Documentation for package ‘fabPrediction’ version 1.0.4

Help Pages

bayesMultinomialPrediction Obtain a Bayesian prediction interval for categorical data
bayesNormalPrediction Obtain a Bayesian prediction interval
dtaPrediction Obtain a distance-to-average conformal prediction interval
eye Create Identity Matrix
fabCategoricalPrediction Obtain a FAB conformal prediction interval for categorical data
fabContinuousPrediction Obtain a FAB conformal prediction interval
fabPrediction fabPrediction: Compute FAB Conformal Prediction Intervals
fayHerriotEB Obtain empirical Bayesian estimates for group j
initMoM Obtain inital guess of MLE of the marginal Dirichlet-multinomial likelihood
normalPrediction Obtain a pivot prediction interval
plot.pred Plot a 'pred' object constructed for a categorical response
pluginValues Obtain empirical Bayesian estimates for conjugate normal spatial Fay-Herriot model
polyaGradient Obtain gradient of the marginal Dirichlet-multinomial likelihood
polyaHessian Obtain Hessian of the marginal Dirichlet-multinomial likelihood
polyaMLE Obtain MLE of marginal Dirichlet-multinomial likelihood
predictionInterval Wrapper to obtain a prediction interval for continuous data
predictionSet Wrapper to obtain a prediction set for categorical data
radon Minnesota Radon Data
rdirichlet Generate a random sample from a Dirichlet distribution
row_standardize Row standardize a matrix
W Minnesota County Adjacency Matrix