conf_CQR_reg {ConformalSmallest}

EFCP and VFCP for CQR, CQR-m, CQR-r

Description

EFCP and VFCP for CQR, CQR-m, CQR-r

Usage

conf_CQR_reg(
  x,
  y,
  split,
  beta_grid,
  mtry_grid,
  ntree_grid,
  method = "efficient",
  alpha = 0.1
)

Arguments

x

A N*d training matrix

y

A N*1 training vector

split

a vector of length 1 for efcp, length 2 for vfcp

beta_grid

a grid of beta's

mtry_grid

a grid of mtry

ntree_grid

a grid of ntree

method

"efficient" for efcp; "valid" for vfcp

alpha

miscoverage level

Value

the selected cqr method