Full Conformal Inference Method for kerasnip_step_view Objects
Source: R/step_view.R
int_conformal_full.kerasnip_step_view.RdFull (refit-per-candidate) conformal intervals for one forecast step of a
multistep fit. Requires step_lead() and step_sequence() to share a
single source column (true of every multistep model built with this
package's own examples/vignette); see the design note above
kerasnip_step_recipe_step(). Only control$method = "grid" is
supported.
Usage
# S3 method for class 'kerasnip_step_view'
int_conformal_full(object, train_data, ..., control = NULL)Arguments
- object
A
kerasnip_step_view.- train_data
The raw training data used to fit
object's underlying model.- ...
Not used.
- control
A
probably::control_conformal_full()object; defaults tomethod = "grid"if not supplied.
Value
A kerasnip_conformal_full_step/int_conformal_full object;
call predict() on it to get intervals for new data (a raw
continuation of train_data).