Computes the empirical coverage rate and mean interval width by comparing
conformal prediction intervals against held-out ground truth responses.
Usage
coverage_report(object, y_true)
Arguments
- object
An object of class "spconform".
- y_true
Numeric vector of true observed values at the prediction
locations. Must have the same length as object$pred.
Value
A named list with:
- coverage
Proportion of true values falling within the prediction intervals.
- mean_width
Mean width of the prediction intervals.
Examples
set.seed(1)
n <- 20
adj <- matrix(0, n, n)
for (i in 1:(n - 1)) { adj[i, i + 1] <- 1; adj[i + 1, i] <- 1 }
y <- cumsum(rnorm(n))
out <- scp_areal(y, adjacency = adj, alpha = 0.2)
coverage_report(out, y)
#> $coverage
#> [1] 0.75
#>
#> $mean_width
#> [1] 1.697122
#>