computing_s_regression {conformalInference.fd}

COMPUTING THE MODULATION FUNCTION S

Description

It computes modulation functions which allows local scaling of the prediction bands .

Usage

computing_s_regression(vec_residual, type, alpha, tau, grid_size)

Arguments

vec_residual

A vector of the residuals obtained via functional modeling.

type

A string indicating the type of modulation function chosen. The alternatives are "identity","st-dev","alpha-max".

alpha

The value of the confidence interval.

tau

A number between 0 and 1 used for the randomized version of the algorithm.

grid_size

A vector containing the number of grid points in each dimension.

Details

More details can be found in the help of conformal.fun.split function.

Value

It returns a the values of a modulation function in each dimension of the response.