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pintervals  

Model Agnostic Prediction Intervals
View on CRAN: Click here


Download and install pintervals package within the R console
Install from CRAN:
install.packages("pintervals")

Install from Github:
library("remotes")
install_github("cran/pintervals")

Install by package version:
library("remotes")
install_version("pintervals", "0.7.5")



Attach the package and use:
library("pintervals")
Maintained by
David Randahl
[Scholar Profile | Author Map]
First Published: 2025-03-05
Latest Update: 2025-03-05
Description:
Provides tools for estimating model-agnostic prediction intervals using conformal prediction, bootstrapping, and parametric prediction intervals. The package is designed for ease of use, offering intuitive functions for both binned and full conformal prediction methods, as well as parametric interval estimation with diagnostic checks. Currently only working for continuous predictions. For details on the conformal and bin-conditional conformal prediction methods, see Randahl, Williams, and Hegre (2024) <doi:10.48550/arXiv.2410.14507>.
How to cite:
David Randahl (2025). pintervals: Model Agnostic Prediction Intervals. R package version 0.7.5, https://cran.r-project.org/web/packages/pintervals. Accessed 02 Apr. 2025.
Previous versions and publish date:
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