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README.md

Conformal Inference R Project

Maintained by Ryan Tibshirani

Based on work by Rina Barber, Emmanuel Candes, Max G'Sell, Jing Lei, Aaditya Ramdas, Alessandro Rinaldo, Ryan Tibshirani, Larry Wasserman

This repository contains R software tools for conformal inference. The current emphasis is on conformal prediction in regression. We may eventually add tools for density estimation and classification.

The folder "conformalInference" can be installed as an R package, providing access to the software tools, and the file "conformalInference.pdf" contains documentation.

The folder "lei2018" contains R code to reproduce all examples in the paper Distribution-Free Predictive Inference for Regression by Lei, G'Sell, Rinaldo, Tibshirani, Wasserman (2018). The folder "tibshirani2019" contains R code to reproduce all examples in the paper Conformal Prediction Under Covariate Shift by Tibshirani, Barber, Candes, Ramdas (2019). This code all relies on the "conformalInference" R package.

Relevant work (in reverse chronological order):

Install the R package

To install the conformalInference R package directly from github, run the following in R:

library(devtools)
install_github(repo="ryantibs/conformal", subdir="conformalInference")

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Tools for conformal inference in regression

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