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 + file LICENSE |
| URL: | https://github.com/CoryMcCartan/conformalbayes, https://corymccartan.com/conformalbayes/ |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | conformalbayes results |
Documentation:
| Reference manual: | conformalbayes.html , conformalbayes.pdf |
| Vignettes: |
conformalbayes (source, R code) |
Downloads:
| Package source: | conformalbayes_0.1.4.tar.gz |
| Windows binaries: | r-devel: conformalbayes_0.1.4.zip, r-release: conformalbayes_0.1.4.zip, r-oldrel: conformalbayes_0.1.4.zip |
| macOS binaries: | r-release (arm64): conformalbayes_0.1.4.tgz, r-oldrel (arm64): conformalbayes_0.1.4.tgz, r-release (x86_64): conformalbayes_0.1.4.tgz, r-oldrel (x86_64): conformalbayes_0.1.4.tgz |
| Old sources: | conformalbayes archive |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=conformalbayes to link to this page.