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) .


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install.packages("ConformalSmallest")

1.0 by Yachong Yang, a month ago


https://github.com/Elsa-Yang98/ConformalSmallest


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