jackknifeplusCV_c_wrapper: jackknifeplusCV_c_wrapper

In Wei-weiWang/jackknifeplus: Construct predictive inference using the jackknifeplus

Description

jackknifeplusCV_c_wrapper

Usage

jackknifeplusCV_c_wrapper(Xtrain, Ytrain, Xtest, a, K)

Arguments

Xtrain	#' n training samples, whose format must be matrix n*p
Ytrain	#' a response matrix of dimension n * 1
Xtest	#' a test sample as matrix, whose format must be consistent with Xtrain 1*p
a	#' probability coverage is 1-2a 0<a<1
K	#' divide data into K folders to do cross validation

Value

#' conformal confidence interval of jackknife+CV

Examples

Xtrain=matrix(rnorm(200),40,5)
Ytrain=matrix(rnorm(40),40,1)
Xtest=matrix(rnorm(5),1,5)
result = jackknifeplusCV_c_wrapper(Xtrain, Ytrain, Xtest, 0.05, 4)

Wei-weiWang/jackknifeplus documentation built on Dec. 18, 2021, 7:16 p.m.