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conformal: an R package to calculate prediction errors in the conformal prediction framework

Object-oriented programming (OOP) implementation of conformal prediction using reference classes. Prediction errors for regression (confidence regions) and for classification (p.values) can be computed in the conformal prediction framework. See the package documentation for further details.

To install conformal:

  1. Download from github and type "R CMD install conformal" in the bash shell
  2. Install from github with dev.tools by typing in R: library(devtools); install_github("isidroc/conformal/conformal")
  3. Install from CRAN by typing in R: install.packages("conformal")

Documentation

https://cran.r-project.org/web/packages/conformal/conformal.pdf

Classification

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Regression

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