Package index

All functions

accuracy(<default>)

Accuracy measures for a cross-validation model and a conformal prediction model

acp()

Adaptive conformal prediction method

conformal()

Conformal prediction

conformalForecast conformalForecast-package

conformalForecast: Conformal prediction methods for multistep-ahead time series forecasting

coverage()

Calculate interval forecast coverage

cvforecast()

Time series cross-validation forecasting

winkler_score() MSIS() interval_measures

Interval estimate accuracy measures

lagmatrix()

Create lags or leads of a matrix

mcp()

Multistep-ahead conformal prediction method

pid()

Conformal PID control method

ME() MAE() MSE() RMSE() MPE() MAPE() MASE() RMSSE() point_measures

Point estimate accuracy measures

scp()

Classical split conformal prediction method

update(<cpforecast>)

Update and repeform cross-validation forecasting and conformal prediction

width()

Calculate interval forecast width