vfcp_cqr {ConformalSmallest}

Validity first conformal prediction for Conformal Quantile Regression

Description

Validity first conformal prediction for Conformal Quantile Regression

Usage

vfcp_cqr(x, y, split, beta_grid, params_grid, alpha = 0.1)

Arguments

x

A N*d training matrix

y

A N*1 training vector

split

a number between 0 and 1

beta_grid

a grid of beta's

params_grid

a grid of mtry and ntree

alpha

miscoverage level

Value

average prediction width and a function for coverage on some testing points