star.fun: Conformal prediction for ridge regression, tuning parameter...

In ConformalSmallest: Efficient Tuning-Free Conformal Prediction

Description

Conformal prediction for ridge regression, tuning parameter by minimizing the mean of the residuals

Usage

star.fun(X, Y, X0, lambda = seq(0, 100, length = 100), alpha = 0.1)

Arguments

X	A N*d training matrix
Y	A N*1 training vector
X0	A N0*d testing vector
lambda	a sequence of penalty parameters for ridge regression
alpha	miscoverage level

Value

upper and lower prediction intervals for X0

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