conf_CQR {ConformalSmallest}

Conditional width and coverage for CQR, internal function used inside conf_CQR_conditional

Description

Conditional width and coverage for CQR, internal function used inside conf_CQR_conditional

Usage

conf_CQR(X1, Y1, X2, Y2, beta, mtry, ntree, alpha = 0.1)

Arguments

X1

training matrix to fit the quantile regression forest

Y1

training vector

X2

training matrix to compute the conformal scores

Y2

training vector to compute the conformal scores

beta

nominal quantile level

mtry

random forest parameter

ntree

random forest parameter

alpha

miscoverage level

Value

a function for computing conditional width and coverage