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conformalbayes
View on CRAN: Click
here
Download and install conformalbayes package within the R console
Install from CRAN:
install.packages("conformalbayes")
Install from Github:
library("remotes")
install_github("cran/conformalbayes") Install by package version:
library("remotes")
install_version("conformalbayes", "0.1.4") Attach the package and use:
library("conformalbayes")
Maintained by
Cory McCartan
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-03-10
Latest Update: 2025-07-25
Description:
Provides functions to construct finite-sample calibrated predictive
intervals for Bayesian models, following the approach in Barber et al.
(2021) . 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)
.
How to cite:
Cory McCartan (2022). conformalbayes: Jackknife(+) Predictive Intervals for Bayesian Models. R package version 0.1.4, https://cran.r-project.org/web/packages/conformalbayes. Accessed 12 Jun. 2026.
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imports, suggests or enhances
Complete documentation for conformalbayes
Functions, R codes and Examples using
the conformalbayes R package
Some associated functions: conformalbayes-package . loo_conformal . predictive_interval.conformal .
Some associated R codes: conformalbayes-package.R . loo_conformal.R . predictive_interval.R . utils.R . Full conformalbayes package functions and examples
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