ginverse.fun {ConformalSmallest}R Documentation

Conformal prediction for linear regression

Description

Conformal prediction for linear regression

Usage

ginverse.fun(x, y, x0, alpha = 0.1)

Arguments

x

A N*d training matrix

y

A N*1 training vector

x0

A N0*d testing vector

alpha

miscoverage level

Value

upper and lower prediction intervals for X0


[Package ConformalSmallest version 1.0 Index]