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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>.

Versions across snapshots

VersionRepositoryFileSize
0.1.4 rolling linux/jammy R-4.5 conformalbayes_0.1.4.tar.gz 132.7 KiB
0.1.4 rolling linux/noble R-4.5 conformalbayes_0.1.4.tar.gz 132.6 KiB
0.1.4 rolling source/ R- conformalbayes_0.1.4.tar.gz 108.9 KiB
0.1.4 latest linux/jammy R-4.5 conformalbayes_0.1.4.tar.gz 132.7 KiB
0.1.4 latest linux/noble R-4.5 conformalbayes_0.1.4.tar.gz 132.6 KiB
0.1.4 latest source/ R- conformalbayes_0.1.4.tar.gz 108.9 KiB
0.1.4 2026-04-26 source/ R- conformalbayes_0.1.4.tar.gz 108.9 KiB
0.1.4 2026-04-23 source/ R- conformalbayes_0.1.4.tar.gz 108.9 KiB
0.1.4 2026-04-09 windows/windows R-4.5 conformalbayes_0.1.4.zip 134.1 KiB
0.1.2 2025-04-20 source/ R- conformalbayes_0.1.2.tar.gz 110.7 KiB

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