ConformalSmallest: Efficient Tuning-Free Conformal Prediction

An implementation of efficiency first conformal prediction (EFCP) and validity first conformal prediction (VFCP) that demonstrates both validity (coverage guarantee) and efficiency (width guarantee). To learn how to use it, check the vignettes for a quick tutorial. The package is based on the work by Yang Y., Kuchibhotla A.,(2021) <arXiv:2104.13871>.

Version: 1.0
Depends: R (≥ 3.5.0)
Imports: glmnet, mvtnorm, stats, MASS, quantregForest
Suggests: testthat (≥ 3.0.0), knitr, rmarkdown, ggplot2, repr
Published: 2021-08-09
Author: Yachong Yang [aut, cre]
Maintainer: Yachong Yang <yachong at>
License: GPL (≥ 3)
NeedsCompilation: no
Materials: README
CRAN checks: ConformalSmallest results


Reference manual: ConformalSmallest.pdf
Vignettes: Example-tuning_free_CQR
Package source: ConformalSmallest_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): ConformalSmallest_1.0.tgz, r-release (x86_64): ConformalSmallest_1.0.tgz, r-oldrel: ConformalSmallest_1.0.tgz


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