interval.build: JOIN MULTIPLE INTERVALS

View source: R/build.interval.R

interval.buildR Documentation

JOIN MULTIPLE INTERVALS

Description

The function build the multisplit interval for a given x0) in each point of the evaluation grid in t, by combining multiple splits according to the Multi Split algorithm.

Usage

interval.build(yyy, B, tr)

Arguments

yyy

column vector of B lower bounds and B upper bounds

B

number of replications

tr

truncation threshold for the algorithm

Value

A single interval.


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