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Map a 95% prediction interval to a [0, 1] confidence score

Source: R/spectra-ossl.R
pi_to_confidence.Rd

Tightens confidence as the prediction interval narrows relative to the predicted value: confidence = 1 - (PI95_width / |value|) / 4, floored at 0 and capped at 1. When value is near zero we fall back to an absolute-width heuristic so we never blow up.

Usage

pi_to_confidence(pi95_low, pi95_high, value = NULL)

Arguments

pi95_low

Lower 2.5% quantile of the prediction.

pi95_high

Upper 97.5% quantile of the prediction.

value

Optional point prediction. When supplied, normalisation is by |value|; otherwise by |midpoint|.

Value

Numeric in [0, 1].

Details

Properties of the mapping:

  • Zero-width interval -> confidence = 1.

  • Interval whose width equals |value| * 4 -> confidence = 0.

  • NA value or NA bounds -> confidence = 0.5 (neutral).