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 (2026) <doi:10.1017/pan.2025.10010>.
| Version: | 1.1.1 |
| Depends: | R (≥ 3.5) |
| Imports: | dplyr, foreach, Hmisc, MASS, purrr, Rcpp, stats, tibble |
| LinkingTo: | Rcpp |
| Suggests: | knitr, rmarkdown, testthat, tidyr |
| Published: | 2026-03-03 |
| DOI: | 10.32614/CRAN.package.pintervals |
| Author: | David Randahl [aut, cre], Jonathan P. Williams [ctb], Anders Hjort [ctb] |
| Maintainer: | David Randahl <david.randahl at pcr.uu.se> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| CRAN checks: | pintervals results |
| Reference manual: | pintervals.html , pintervals.pdf |
| Vignettes: |
pintervals: Model-Agnostic Prediction Intervals (source, R code) |
| Package source: | pintervals_1.1.1.tar.gz |
| Windows binaries: | r-devel: pintervals_1.1.1.zip, r-release: pintervals_1.1.1.zip, r-oldrel: pintervals_1.1.1.zip |
| macOS binaries: | r-release (arm64): pintervals_1.1.1.tgz, r-oldrel (arm64): pintervals_1.1.1.tgz, r-release (x86_64): pintervals_1.1.1.tgz, r-oldrel (x86_64): pintervals_1.1.1.tgz |
| Old sources: | pintervals archive |
Please use the canonical form https://CRAN.R-project.org/package=pintervals to link to this page.
Need a high-speed mirror for your open-source project?
Contact our mirror admin team at info@clientvps.com.
This archive is provided as a free public service to the community.
Proudly supported by infrastructure from VPSPulse , RxServers , BuyNumber , UnitVPS , OffshoreName and secure payment technology by ArionPay.