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Module conformal

Module conformal 

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Conformal prediction intervals and prediction sets.

Provides distribution-free uncertainty quantification for all regression and classification frameworks in fdars:

Regression (prediction intervals):

Classification (prediction sets):

Structs§

ConformalClassificationResult
Conformal prediction sets for classification.
ConformalRegressionResult
Conformal prediction intervals for regression.

Enums§

ClassificationScore
Non-conformity score type for classification.
ConformalMethod
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 FpcPredictor classification model.
conformal_generic_regression
Generic split-conformal prediction intervals for any FpcPredictor model.
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.