Expand description
Conformal prediction intervals and prediction sets.
Provides distribution-free uncertainty quantification for all regression and classification frameworks in fdars:
Regression (prediction intervals):
conformal_fregre_lm— Linear functional regressionconformal_fregre_np— Nonparametric kernel regressionconformal_elastic_regression— Elastic alignment regressionconformal_elastic_pcr— Elastic principal component regressionconformal_generic_regression— AnyFpcPredictormodelcv_conformal_regression— Cross-conformal (CV+) with closurejackknife_plus_regression— Jackknife+ with closure
Classification (prediction sets):
conformal_classif— LDA / QDA / kNN classifiersconformal_logistic— Functional logistic regressionconformal_elastic_logistic— Elastic logistic regressionconformal_generic_classification— AnyFpcPredictormodelcv_conformal_classification— Cross-conformal (CV+) with closure
Structs§
- Conformal
Classification Result - Conformal prediction sets for classification.
- Conformal
Regression Result - Conformal prediction intervals for regression.
Enums§
- Classification
Score - Non-conformity score type for classification.
- Conformal
Method - Split-conformal method variant.
Functions§
- conformal_
classif - Split-conformal prediction sets for functional classifiers (LDA / QDA / kNN).
- conformal_
elastic_ logistic - Split-conformal prediction sets for elastic logistic regression.
- conformal_
elastic_ pcr - Split-conformal prediction intervals for elastic PCR.
- conformal_
elastic_ regression - Split-conformal prediction intervals for elastic regression.
- conformal_
fregre_ lm - Split-conformal prediction intervals for functional linear regression.
- conformal_
fregre_ np - Split-conformal prediction intervals for nonparametric kernel regression.
- conformal_
generic_ classification - Generic split-conformal prediction sets for any
FpcPredictorclassification model. - conformal_
generic_ regression - Generic split-conformal prediction intervals for any
FpcPredictormodel. - conformal_
logistic - Split-conformal prediction sets for functional logistic regression.
- cv_
conformal_ classification - Cross-conformal (CV+) prediction sets for classification.
- cv_
conformal_ regression - Cross-conformal (CV+) prediction intervals for regression.
- jackknife_
plus_ regression - Jackknife+ prediction intervals for regression.