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]