lm_multi {conformalInference.multi}

Linear Modeling of Multivariate Response

Description

This model is fed to conformal.multidim.full, conformal.multidim.split, and conformal.multidim.msplit. It outputs a training function and a prediction function.

Usage

lm_multi()

Details

The training function takes as input:

x The feature matrix (dim n x p) y The response matrix (dim n x q)

The predict function, instead, takes as input:

out The output of a previous call to train.fun newx The new features to evaluate (i.e. an n0 x p matrix) Here I defined an lm model for every dimension of the responses (q).

Value

A list with the training function and the prediction function.