cde_lei_wassserman: Create the CDE Y|X=x for data example from in Lei and...

In benjaminleroy/simulationBands: Conformal Prediction Bands with Simulations

Description

The generative model is defined as

(Y|X=x) \sim .5 N(f(x)-g(x), σ^2(x)) + .5 N(f(x)+g(x),σ^2(x))

where

1. f(x) = (x-1)^2(x+1),

2. g(x) = 2√(x+.5)\mathbb{I}(x≥q -.5), and

3. σ(x) = 1/4 + |x|.

Usage

cde_lei_wassserman(x)

Arguments

x	x value (a scalar)

Value

function to calculate the CDE for any y value

benjaminleroy/simulationBands documentation built on Dec. 19, 2021, 8:41 a.m.