predict.conformalCV: Predict Method for conformalCV objects

Description Usage Arguments Details Value See Also

View source: R/conformal_CV.R

Description

Obtains predictive intervals on a testing dataset based on a conformalCV object from conformal with useCV = TRUE.

Usage

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## S3 method for class 'conformalCV'
predict(object, Xtest, alpha = 0.1, wthigh = 20, wtlow = 0.05, ...)

Arguments

object

an object of class conformalCV; see conformal.

Xtest

testing covariates.

alpha

confidence level.

wthigh

upper truncation level of weights; see Details.

wtlow

lower truncation level of weights; see Details.

...

other arguments

Details

Given a testing set X_1, X_2, …, X_n and a weight function w(x), the weight of the weighted distribution p_j = w(X_j) / (w(X_1) + \cdots + w(X_n)). In cases where some of p_j are extreme, we truncate p_j at level wthigh and wtlow to ensure stability. If wthigh = Inf, wtlow = 0, no truncation is being used.

Value

predictive intervals. A data.frame with nrow(Xtest) rows and two columns: "lower" for the lower bound and "upper" for the upper bound.

See Also

predict.conformalSplit, conformal.


lihualei71/cfcausal documentation built on April 8, 2021, 3:55 a.m.