conformalInference.multi - Conformal Inference Tools for Regression with Multivariate
Response
It computes full conformal, split conformal and multi
split conformal prediction regions when the response variable
is multivariate (i.e. dimension is greater than one). Moreover,
the package also contain plot functions to visualize the output
of the full and split conformal functions. To guarantee
consistency, the package structure mimics the univariate
'conformalInference' package of professor Ryan Tibshirani. The
main references for the code are: Lei et al. (2016)
<arXiv:1604.04173>, Diquigiovanni, Fontana, and Vantini (2021)
<arXiv:2102.06746>, Diquigiovanni, Fontana, and Vantini (2021)
<arXiv:2106.01792>, Solari, and Djordjilovic (2021)
<arXiv:2103.00627>.
