conf_CQR_prelim {ConformalSmallest} | R Documentation |
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
[Package ConformalSmallest version 1.0 Index]