vfcp_cqr {ConformalSmallest} | R Documentation |
Validity first conformal prediction for Conformal Quantile Regression
vfcp_cqr(x, y, split, beta_grid, params_grid, alpha = 0.1)
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 |
average prediction width and a function for coverage on some testing points