predictset: Conformal Prediction and Uncertainty Quantification in R
Published:
Abstract
Puts a trustworthy uncertainty band around any prediction model. If the model predicts a number, you get a plausible range that is mathematically guaranteed to contain the true answer 90 per cent, or 95 per cent, of the time. If the model predicts a category, you get a short list of likely answers carrying the same guarantee. Works with any model, no matter how complex.
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Recommended citation: Coverdale, C. (2026). predictset: Conformal Prediction and Uncertainty Quantification in R. Working paper.
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