inst/examples/ex.full.R

In conformalInference.multi: Conformal Inference Tools for Regression with Multivariate Response

n=25
p=4
q=2


mu=rep(0,p)
x = mvtnorm::rmvnorm(n, mu)
beta<-sapply(1:q, function(k) c(mvtnorm::rmvnorm(1,mu)))
y = x%*%beta + t(mvtnorm::rmvnorm(q,1:n))
x0=x[ceiling(0.9*n):n,]
y0=y[ceiling(0.9*n):n,]

n0<-nrow(y0)
q<-ncol(y)


fun=mean_multi()

#################################### FULL CONFORMAL

final.full=conformal.multidim.full(x, y, x0, fun$train.fun,
                                fun$predict.fun, score="l2",
                                num.grid.pts.dim=5, grid.factor=1.25,
                                verbose=FALSE)

ppp<-plot_multidim(final.full)