inst/examples/ex.split.R

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

n=50
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()

final.point = conformal.multidim.split(x,y,x0, fun$train.fun, fun$predict.fun,
                             alpha=0.1,
                                split=NULL, seed=FALSE, randomized=FALSE,seed.rand=FALSE,
                                verbose=FALSE, rho=0.5,score ="l2",s.type="st-dev")

ppp2<-plot_multidim(final.point)