computing_s_regression: COMPUTING THE MODULATION FUNCTION S

In paolo-vergo/conformalInference.fd: Tools for Conformal Inference for Regression in Multivariate Functional Setting

COMPUTING THE MODULATION FUNCTION S

Description

It computes modulation functions which allows local scaling of the prediction bands.

Usage

computing_s_regression(vec_residual, type, alpha, tau, grid_size)

Arguments

vec_residual	A vector of the residuals obtained via functional modeling.
type	A string indicating the type of modulation function chosen. The alternatives are "identity","st-dev","alpha-max".
alpha	The value of the confidence interval.
tau	A number between 0 and 1 used for the randomized version of the algorithm.
grid_size	A vector containing the number of grid points in each dimension.

Details

More details can be found in the help of conformal.fun.split function.

Value

It returns a the values of a modulation function in each dimension of the response.

References

The function structure is taken from "Conformal Prediction Bands for Multivariate Functional Data" by Diquigiovanni, Fontana, Vantini (2021) and, also, from "The Importance of Being a Band: Finite-Sample Exact Distribution-Free Prediction Sets for Functional Data" by Diquigiovanni, Fontana, Vantini (2021).

paolo-vergo/conformalInference.fd documentation built on Oct. 14, 2023, 12:47 a.m.