Conformal Predictive Systems

This repository contains R code to generate conformal predictive systems using:

• Least Squared Prediction Machines (LSPM)
• Conformal Isotonic Distributional Regression (IDR)
• Conformal Binning

Installation and development

This package has not been submitted to CRAN, and can therefore be installed in R using devtools

# install.packages("devtools")
library(devtools)
install_github("sallen12/ConformalIDR")

The package is still in active development. Comments, suggestions, and input are more than welcome.