int_conformal_split(): Residuals should be sorted? about probably HOT 3 OPEN

They are "pre-absoluted" and pre-sorted for split inference and only pre-sorted for quantile inference.

For the quantile method, I was working off of Ryan Tibshirani's notes (page 13 section 4.2), which does not use the absolute value (and probably doesn't need to since it operated in a completely different way).

If it helps, I did do a pretty thorough simulation of these functions to check their coverage. Not that there are no errors in the code, but the current version does seem to do what it is intended to do (statistically, at least).

from probably.

@mdancho84 that seems consistent with what Angelopoulos, Bates do in Gentle Introduction to Conformal Prediction...

Same issue looks like it is in predict.int_conformal_quantile():

from probably.

They are "pre-absoluted" and pre-sorted for split inference and only pre-sorted for quantile inference.

Ahh, I see now, thanks. (For quantile based method, the Angelopoulos & Bates paper I referenced also just sorts and does not take absolutes -- consistent with your implementation / Tibshirani.)

from probably.