conformalbayes: Jackknife(+) Predictive Intervals for Bayesian Models
Provides functions to construct finite-sample calibrated predictive intervals for Bayesian models, following the approach in Barber et al. (2021) <doi:10.1214/20-AOS1965>. These intervals are calculated efficiently using importance sampling for the leave-one-out residuals. By default, the intervals will also reflect the relative uncertainty in the Bayesian model, using the locally-weighted conformal methods of Lei et al. (2018) <doi:10.1080/01621459.2017.1307116>.
| Version: | 0.1.4 |
| Imports: | cli,rstantools,loo,matrixStats |
| Suggests: | rstanarm,brms,testthat (≥ 3.0.0),ggplot2,knitr,rmarkdown |
| Published: | 2025-07-25 |
| DOI: | 10.32614/CRAN.package.conformalbayes |
| Author: | Cory McCartan [aut, cre] |
| Maintainer: | Cory McCartan <mccartan at psu.edu> |
| BugReports: | https://github.com/CoryMcCartan/conformalbayes/issues |
| License: | MIT + fileLICENSE |
| URL: | https://github.com/CoryMcCartan/conformalbayes,https://corymccartan.com/conformalbayes/ |
| NeedsCompilation: | no |
| Materials: | README,NEWS |
| CRAN checks: | conformalbayes results |
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