conformalInference.multi: Conformal Inference Tools for Regression with Multivariate
Response
It computes full conformal, split conformal and multi-split conformal
prediction regions when the response variable is multivariate (i.e.
dimension is greater than one). Moreover, the package also contains
plot functions to visualize the output of the full and split conformal
functions. To guarantee consistency, the package structure mimics the
univariate package 'conformalInference' by Ryan Tibshirani.
See Lei, G’sell, Rinaldo, Tibshirani, & Wasserman (2018) <doi:10.1080/01621459.2017.1307116>
for full and split conformal prediction in regression, and Barber, Candès,
Ramdas, & Tibshirani (2023) <doi:10.1214/23-AOS2276> for extensions beyond exchangeability.
| Version: |
1.1.2 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
future (≥ 1.23.0), future.apply (≥ 1.8.1), ggplot2 (≥
3.3.5), glmnet, gridExtra (≥ 2.3), stats, utils |
| Suggests: |
mvtnorm |
| Published: |
2025-09-15 |
| DOI: |
10.32614/CRAN.package.conformalInference.multi |
| Author: |
Jacopo Diquigiovanni [aut, ths],
Matteo Fontana [aut, ths],
Aldo Solari [aut, ths],
Simone Vantini [aut, ths],
Paolo Vergottini [aut, cre],
Ryan Tibshirani [ctb] |
| Maintainer: |
Paolo Vergottini <paolo.vergottini at gmail.com> |
| License: |
GPL-2 | file LICENSE |
| URL: |
https://github.com/ryantibs/conformal |
| NeedsCompilation: |
no |
| Materials: |
README |
| CRAN checks: |
conformalInference.multi results |
Documentation:
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