Split Conformal Width

Problem

Compute the split conformal interval width: twice the quantile of absolute residuals at level alpha. Sort the absolute residuals and take index ceil((1 - alpha) * n) - 1, clamped to [0, n-1]; return 2 * that score.

Return 0.0 for empty residuals.

Hint

The quantile index uses ceil so the interval covers at least the requested share.

Test cases

case 1

in: [[1,-2,3],0.5]

expected: 4

case 2

in: [[0.1,-0.2,0.3,0.4],0.75]

expected: 0.2

case 3

in: [[1,2,3,4,5],0.8]

expected: 2

case 4

in: [[-1,1],1]

expected: 2

Starter codePython

import math
def split_conformal_width(residuals, alpha):
    # Your code here
    pass

4 test cases · run your code against them in the editor