| fabContinuousPrediction {fabPrediction} | R Documentation |
Obtain a FAB conformal prediction interval
Description
This function computes a FAB conformal prediction region as described in Bersson and Hoff 2022.
Usage
fabContinuousPrediction(Y, alpha = 0.15, mu = 0, tau2 = 1)
Arguments
Y |
Observed data vector |
alpha |
Prediction error rate |
mu |
Prior expected mean of the population mean |
tau2 |
Prior expected variance of the population mean |
Value
pred object
[Package fabPrediction version 1.0.4 Index]