Efficient Tuning-Free Conformal Prediction

An implementation of efficiency first conformal prediction (EFCP) and validity first conformal prediction (VFCP) that demonstrates both validity (coverage guarantee) and efficiency (width guarantee). To learn how to use it, check the vignettes for a quick tutorial. The package is based on the work by Yang Y., Kuchibhotla A.,(2021) .


Reference manual

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1.0 by Yachong Yang, 6 months ago


Browse source code at https://github.com/cran/ConformalSmallest

Authors: Yachong Yang [aut, cre]

Documentation:   PDF Manual  

GPL (>= 3) license

Imports glmnet, mvtnorm, stats, MASS, quantregForest

Suggests testthat, knitr, rmarkdown, ggplot2, repr

See at CRAN