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ConformalSmallest (version 1.0)

conf_CQR_conditional: Conditional width and coverage for CQR

Description

Conditional width and coverage for CQR

Usage

conf_CQR_conditional(x, y, beta, mtry, ntree, alpha = 0.1)

Arguments

x

A N*d training matrix

y

A N*1 training vector

beta

nominal quantile level

mtry

random forest parameter

ntree

random forest parameter

alpha

miscoverage level

Value

a function for computing conditional width and coverage