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ryantibs / conformal

Tools for conformal inference in regression
GNU General Public License v2.0
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Not to be merged #2

Closed jonathan-taylor closed 7 years ago

jonathan-taylor commented 7 years ago

Just a few changes to loco.R to return uncorrected two-sided p-values and intervals.

Used to illustrate whether or not LOCO really produces "p-values" here:

https://gist.github.com/jonathan-taylor/6c0a0b9a67b9d0a7024206ef4d901cd1#file-loco_pvalues_unsimultaneous-ipynb