Default Nonconformity measure used in regression (ConformalRegression class)

Description

Nonconformity measure used by default in the class ConformalRegression to calculate nonconformity scores (alpha). StandardMeasure implements the following nonconformity measure:

alpha = |obs - pred| / pred_error

where alpha is the nonconformity measure, obs is the observed value, pred the predicted value with a point prediction model, and pred_error is the error in prediction predicted with an error model. See conformal for further information about how to derive individual confidence intervals.

Usage

StandardMeasure(obs, pred, error)

Arguments

Value

A numeric vector with the nonconformity scores (alpha).

Author(s)

Isidro Cortes-Ciriano <isidrolauscher@gmail.com>

References

Norinder et al. J. Chem. Inf. Model., 2014, 54 (6), pp 1596-1603 DOI: 10.1021/ci5001168 http://pubs.acs.org/doi/abs/10.1021/ci5001168

See Also

ConformalRegression

Results