conf_CQR_prelim {ConformalSmallest}

preliminary function for CQR

Description

preliminary function for CQR

Usage

conf_CQR_prelim(X1, Y1, X2, Y2, beta_grid, mtry, ntree, alpha = 0.1)

Arguments

X1

A n1*d matrix for training

Y1

A n1*1 vector for training

X2

A n2*d matrix for calibration

Y2

A n2*1 vector for calibration

beta_grid

a grid of beta's

mtry

mtry parameter in random forest

ntree

number of trees parameter in random forest

alpha

miscoverage level

Value

the smallest width and its corresponding beta