predictset 0.3.0
Documentation
- Documented Jackknife+ and CV+ theoretical coverage guarantee
(1-2alpha) per Barber et al. (2021)
- Documented ACI asymptotic (not finite-sample) coverage guarantee per
Gibbs and Candes (2021)
- Documented CQR dependence on quantile model quality
- Documented deterministic vs randomized APS variants
- Added coverage guarantee footnotes to README and vignette method
tables
Internal
- Added
graphics and grDevices to
DESCRIPTION Imports
- Added missing test dependencies to Suggests
predictset 0.2.0
New features
conformal_mondrian() and
conformal_mondrian_class() for group-conditional (Mondrian)
conformal prediction
conformal_weighted() for weighted conformal prediction
under covariate shift
conformal_aci() for adaptive conformal inference
(sequential prediction)
conformal_pvalue() for conformal p-values
conformal_compare() for benchmarking multiple methods
side-by-side
coverage_by_group() and coverage_by_bin()
for conditional coverage diagnostics
- Progress bars via
verbose = TRUE for
conformal_jackknife() and conformal_cv()
Improvements
- NA/NaN/Inf input validation with informative error messages
- Column dimension checks between training and test data
- Probability matrix column validation for classification methods
- Graceful handling of unseen factor levels in APS/RAPS/LAC
scoring
- Negative scale model prediction warnings for normalized
conformal
predictset 0.1.0
- Initial release with split conformal, CV+, Jackknife+, CQR
(regression) and split, APS, RAPS, LAC (classification)