conformal_scores_lei_wasserman: calculate true CDE conformal score and approximate mass...

In benjaminleroy/simulationBands: Conformal Prediction Bands with Simulations

Description

calculate true CDE conformal score and approximate mass non-conformal score under Lei & Wasserman 2014 perfect data fit.

Usage

conformal_scores_lei_wasserman(x, y, grid = seq(-8, 8, length.out = 100))

Arguments

x	x value
y	observed y value
grid	good range of potential y values that take up most of mass of CDE, should also be equally spaced.

Value

data frame with

• x:

• y:

• cde: CDE of true y value

• mass: approximation of P(z|x and f(z|x) >= f(y|x))

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