R: Conformal prediction

confpred {lava} | R Documentation

## Conformal prediction

### Description

Conformal predicions

### Usage

    confpred(object, data, newdata = data, alpha = 0.05, mad, ...)

### Arguments

`object` | Model object (lm, glm or similar with predict method) or formula (lm)
`data` | data.frame
`newdata` | New data.frame to make predictions for
`alpha` | Level of prediction interval
`mad` | Conditional model (formula) for the MAD (locally-weighted CP)
`...` | Additional arguments to lower level functions

### Value

data.frame with fitted (fit), lower (lwr) and upper (upr) predictions bands.

### Examples

    set.seed(123)
    n <- 200
    x <- seq(0,6,length.out=n)
    delta <- 3
    ss <- exp(-1+1.5*cos((x-delta)))
    ee <- rnorm(n,sd=ss)
    y <- (x-delta)+3*cos(x+4.5-delta)+ee
    d <- data.frame(y=y,x=x)

    newd <- data.frame(x=seq(0,6,length.out=50))
    cc <- confpred(lm(y~splines::ns(x,knots=c(1,3,5)),data=d), data=d, newdata=newd)
    if (interactive()) {
    plot(y~x,pch=16,col=lava::Col("black"),ylim=c(-10,10),xlab="X",ylab="Y")
    with(cc,
         lava::confband(newd$x,lwr,upr,fit,
            lwd=3,polygon=TRUE,col=Col("blue"),border=FALSE))
    }

[Package lava version 1.6.1 Index]