conformalInference.multi: Conformal Inference Tools for Regression with Multivariate Response

It computes full conformal, split conformal and multi split conformal prediction regions when the response variable is multivariate (i.e. dimension is greater than one). Moreover, the package also contain plot functions to visualize the output of the full and split conformal functions. To guarantee consistency, the package structure mimics the univariate 'conformalInference' package of professor Ryan Tibshirani. The main references for the code are: Lei et al. (2016) <doi:10.48550/arXiv.1604.04173>, Diquigiovanni, Fontana, and Vantini (2021) <doi:10.48550/arXiv.2102.06746>, Diquigiovanni, Fontana, and Vantini (2021) <doi:10.48550/arXiv.2106.01792>, Solari, and Djordjilovic (2021) <doi:10.48550/arXiv.2103.00627>.

Version: 1.1.1
Depends: R (≥ 4.1.0)
Imports: future (≥ 1.23.0), future.apply (≥ 1.8.1), ggplot2 (≥ 3.3.5), glmnet, gridExtra (≥ 2.3), hrbrthemes, stats
Suggests: mvtnorm, pbapply
Published: 2022-03-16
DOI: 10.32614/CRAN.package.conformalInference.multi
Author: Jacopo Diquigiovanni [aut, ths], Matteo Fontana [aut, ths], Aldo Solari [aut, ths], Simone Vantini [aut, ths], Paolo Vergottini [aut, cre], Ryan Tibshirani [ctb]
Maintainer: Paolo Vergottini <paolo.vergottini at>
License: GPL-2
NeedsCompilation: no
Materials: NEWS
CRAN checks: conformalInference.multi results


Reference manual: conformalInference.multi.pdf


Package source: conformalInference.multi_1.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): conformalInference.multi_1.1.1.tgz, r-oldrel (arm64): conformalInference.multi_1.1.1.tgz, r-release (x86_64): conformalInference.multi_1.1.1.tgz, r-oldrel (x86_64): conformalInference.multi_1.1.1.tgz
Old sources: conformalInference.multi archive


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