conformalbayes
Jackknife(+) Predictive Intervals for Bayesian Models
v0.1.4
·
Jul 25, 2025
·
MIT + file LICENSE
Description
Provides functions to construct finite-sample calibrated predictive intervals for Bayesian models, following the approach in Barber et al. (2021) <doi:10.1214/20-AOS1965>. These intervals are calculated efficiently using importance sampling for the leave-one-out residuals. By default, the intervals will also reflect the relative uncertainty in the Bayesian model, using the locally-weighted conformal methods of Lei et al. (2018) <doi:10.1080/01621459.2017.1307116>.
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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0.1.4
Mar 9, 2026