fabCategoricalPrediction {fabPrediction}

Obtain a FAB conformal prediction interval for categorical data

Description

This function computes a FAB conformal prediction set as described in Bersson and Hoff 2023.

Usage

fabCategoricalPrediction(
  Y,
  alpha = 0.15,
  gamma = rep(1, length(Y)),
  category_names = 1:length(Y)
)

Arguments

Y

Observed data vector of length K containing counts of observations from each of the K categories

alpha

Prediction mis-coverage rate

gamma

Dirichlet prior concentration for the K categories

category_names

Category names (optional)

Value

pred object