efcp_cqr: Efficiency first conformal prediction for Conformal Quantile...

In ConformalSmallest: Efficient Tuning-Free Conformal Prediction

Description

Efficiency first conformal prediction for Conformal Quantile Regression

Usage

efcp_cqr(x, y, split, beta_grid, params_grid, alpha = 0.1)

Arguments

x	A N*d training matrix
y	A N*1 training vector
split	a number between 0 and 1
beta_grid	a grid of beta's
params_grid	a grid of mtry and ntree
alpha	miscoverage level

Value

average prediction width and a function for coverage on some testing points

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