Prediction intervals from conformal methods
Source:R/conformal_infer_cv.R, R/conformal_infer_full.R, R/conformal_infer_quantile.R, and 1 more
predict.int_conformal_full.RdPrediction intervals from conformal methods
Usage
# S3 method for class 'int_conformal_cv'
predict(object, new_data, level = 0.95, ...)
# S3 method for class 'int_conformal_full'
predict(object, new_data, level = 0.95, ...)
# S3 method for class 'int_conformal_quantile'
predict(object, new_data, ...)
# S3 method for class 'int_conformal_split'
predict(object, new_data, level = 0.95, ...)Value
A tibble with columns .pred_lower and .pred_upper. If
the computations for the prediction bound fail, a missing value is used. For
objects produced by int_conformal_cv(), an additional .pred column
is also returned (see Details below).
Details
For the CV+. estimator produced by int_conformal_cv(), the intervals
are centered around the mean of the predictions produced by the
resample-specific model. For example, with 10-fold cross-validation, .pred
is the average of the predictions from the 10 models produced by each fold.
This may differ from the prediction generated from a model fit that was
trained on the entire training set, especially if the training sets are
small.