conf_CQR_reg: EFCP and VFCP for CQR, CQR-m, CQR-r

In ConformalSmallest: Efficient Tuning-Free Conformal Prediction

Description

EFCP and VFCP for CQR, CQR-m, CQR-r

Usage

conf_CQR_reg(
  x,
  y,
  split,
  beta_grid,
  mtry_grid,
  ntree_grid,
  method = "efficient",
  alpha = 0.1
)

Arguments

x	A N*d training matrix
y	A N*1 training vector
split	a vector of length 1 for efcp, length 2 for vfcp
beta_grid	a grid of beta's
mtry_grid	a grid of mtry
ntree_grid	a grid of ntree
method	"efficient" for efcp; "valid" for vfcp
alpha	miscoverage level

Value

the selected cqr method

ConformalSmallest documentation built on Aug. 9, 2021, 5:07 p.m.