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fc329a3 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 | """Global split conformal prediction."""
import numpy as np
from .base import ConformalResult
from ._split_quantile import split_conformal_quantile
def global_split_conformal(
R_cal: np.ndarray,
R_test: np.ndarray,
alpha: float,
) -> ConformalResult:
"""Standard split conformal with a single global threshold.
Args:
R_cal: calibration residuals (n_cal,)
R_test: test residuals (n_test,)
alpha: miscoverage level
Returns:
ConformalResult
"""
q = split_conformal_quantile(R_cal, alpha)
covered = R_test <= q
radius = np.full_like(R_test, q, dtype=float)
return ConformalResult(covered=covered, radius=radius, threshold=q)
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