View source: R/conformalInt_CV.R
predict.conformalIntCV | R Documentation |
Obtains predictive intervals on a testing dataset based on a conformalIntCV
object
from conformalInt
with useCV = TRUE
.
## S3 method for class 'conformalIntCV' predict( object, Xtest, alpha = 0.1, wthigh = 20, wtlow = 0.05, useInf = FALSE, ... )
object |
an object of class |
Xtest |
testing covariates. |
alpha |
confidence level. |
wthigh |
upper truncation level of weights; see Details. |
wtlow |
lower truncation level of weights; see Details. |
useInf |
if FALSE then replace infinity by the maximum conformity score. |
... |
other arguments |
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.
predictive intervals. A data.frame with nrow(Xtest)
rows and two columns:
"lower" for the lower bound and "upper" for the upper bound.
predict.conformalIntSplit
, conformalInt
.
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