Model Agnostic Prediction Intervals

Provides tools for estimating model-agnostic prediction intervals using conformal prediction, bootstrapping, and parametric prediction intervals. The package is designed for ease of use, offering intuitive functions for both binned and full conformal prediction methods, as well as parametric interval estimation with diagnostic checks. Currently only working for continuous predictions. For details on the conformal and bin-conditional conformal prediction methods, see Randahl, Williams, and Hegre (2026) .


Reference manual

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install.packages("pintervals")

1.1.1 by David Randahl, 7 months ago


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


Authors: David Randahl [aut, cre] , Jonathan P. Williams [ctb] , Anders Hjort [ctb]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports dplyr, foreach, Hmisc, MASS, purrr, Rcpp, stats, tibble

Suggests knitr, rmarkdown, testthat, tidyr

Linking to Rcpp


See at CRAN