predictset
0.3.0Conformal Prediction and Uncertainty Quantification
Overview
Implements conformal prediction methods for constructing prediction intervals (regression) and prediction sets (classification) with finite-sample coverage guarantees. Methods include split conformal, 'CV+' and 'Jackknife+' (Barber et al. 2021) doi:10.1214/20-AOS1965, 'Conformalized Quantile Regression' (Romano et al. 2019) doi:10.48550/arXiv.1905.03222, 'Adaptive Prediction Sets' (Romano, Sesia, Candes 2020) doi:10.48550/arXiv.2006.02544, 'Regularized Adaptive Prediction Sets' (Angelopoulos et al. 2021) doi:10.48550/arXiv.2009.14193, Mondrian conformal prediction for group-conditional coverage (Vovk et al. 2005), weighted conformal prediction for covariate shift (Tibshirani et al. 2019), and adaptive conformal inference for sequential prediction (Gibbs and Candes 2021). All methods are distribution-free and provide calibrated uncertainty quantification without parametric assumptions. Works with any model that can produce predictions from new data, including 'lm', 'glm', 'ranger', 'xgboost', and custom user-defined models.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-205 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 34%
Downloads
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Dependencies
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Code & Tests
People & History
1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.3.0Latest2026-03-19 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-03-19
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 4.1.0
- Download size
- 61 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("predictset")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
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