Empirical Coverage Rate

Computes the fraction of true values that fall within the prediction intervals (regression) or prediction sets (classification).

Usage

coverage(object, y_true)

# S3 method for class 'predictset_reg'
coverage(object, y_true)

# S3 method for class 'predictset_class'
coverage(object, y_true)

Arguments

object

A predictset_reg or predictset_class object.

y_true

A numeric vector (regression) or factor/character vector (classification) of true values, with the same length as the number of predictions.

Value

A single numeric value between 0 and 1 representing the empirical coverage rate.

See also

Other diagnostics: conformal_compare(), conformal_pvalue(), coverage_by_bin(), coverage_by_group(), interval_width(), set_size()

Examples

set.seed(42)
n <- 500
x <- matrix(rnorm(n * 3), ncol = 3)
y <- x[, 1] * 2 + rnorm(n)
x_new <- matrix(rnorm(100 * 3), ncol = 3)
y_new <- x_new[, 1] * 2 + rnorm(100)

result <- conformal_split(x, y, model = y ~ ., x_new = x_new)
coverage(result, y_new)
#> [1] 0.93