LeyingGuan / LCP

LCP

Installation

install_github("LeyingGuan/LCP")

Performing LCP construction

You can find two examples using LCP under man/examples.

1. Example 1 performs LCP with user-specified h.
2. Example 2 performs LCP with auto-tuned h.

If you want to rerun all numerical examples [1], you can find relevant codes under https://github.com/LeyingGuan/LCPexperiments, and in which case, please make sure that you have properly installed torch, torchvision, and XRPython.

[1] Localized Conformal Prediction: A Generalized Inference Framework for Conformal Prediction https://arxiv.org/abs/2106.08460.