computing_s_regression {conformalInference.multi}

Computing modulation function for residuals.

Description

It computes values for local scoring.

Usage

computing_s_regression(mat_residual, type, alpha, tau)

Arguments

mat_residual

A vector of the residuals obtained via multivariate 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

Details

It is an helper function for conformal.multidim.split and conformal.multidim.msplit

Value

It returns local scoring values for the residuals.

References

"Conformal Prediction Bands for Multivariate Functional Data" by Diquigiovanni, Fontana, Vantini (2021) <arXiv:2106.01792>.