https://github.com/LeyingGuan/LCP

https://github.com/LeyingGuan/LCP

Last synced: 3 months ago
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• Host: GitHub
• URL: https://github.com/LeyingGuan/LCP
• Owner: LeyingGuan
• Created: 2022-03-01T01:03:42.000Z (over 2 years ago)
• Default Branch: main
• Last Pushed: 2022-03-01T16:18:26.000Z (over 2 years ago)
• Last Synced: 2024-02-13T08:05:15.439Z (9 months ago)
• Language: R
• Size: 1.41 MB
• Stars: 3
• Watchers: 2
• Forks: 2
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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• awesome-conformal-prediction - Localized Conformal Prediction - LCP

README

        
# LCP

## Installation

install_github("LeyingGuan/LCP")

## Performing LCP construction

You can find two examples using LCP under man/examples.

1. Example 1 performs LCP with user-specified h.

2. Example 2 performs LCP with auto-tuned h. 

If you want to rerun all numerical examples [1], you can find relevant codes under https://github.com/LeyingGuan/LCPexperiments, and in which case, please make sure that you have properly installed  torch, torchvision, and XRPython.

[1] Localized Conformal Prediction: A Generalized Inference Framework for Conformal Prediction https://arxiv.org/abs/2106.08460.