Skip to content

Prediction intervals from conformal methods


# S3 method for int_conformal_full
predict(object, new_data, level = 0.95, ...)

# S3 method for int_conformal_cv
predict(object, new_data, level = 0.95, ...)

# S3 method for int_conformal_quantile
predict(object, new_data, ...)

# S3 method for int_conformal_split
predict(object, new_data, level = 0.95, ...)



An object produced by predict.int_conformal_full().


A data frame of predictors.


The confidence level for the intervals.


Not currently used.


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).


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.