predict.conformalCV: Predict Method for conformalCV objects

In mingzhang-yin/Conformal-sensitivity-analysis: Conformal inference of counterfactuals and individual treatment effects

Predict Method for conformalCV objects

Description

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

Usage

## 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, \ldots, 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.

mingzhang-yin/Conformal-sensitivity-analysis documentation built on Jan. 5, 2024, 8:14 a.m.