dtaPrediction {fabPrediction}

Obtain a distance-to-average conformal prediction interval

Description

This function computes a conformal prediction region under the distance-from-average non-conformity measure. That is, |a + bz*| <= |ci + di z^*| where i indexes training data.

Usage

dtaPrediction(Y, alpha = 0.15)

Arguments

Y

Observed data vector

alpha

Prediction error rate

Value

pred object