conf_CQR_prelim: preliminary function for CQR
Description
preliminary function for CQR
Usage
conf_CQR_prelim(X1, Y1, X2, Y2, beta_grid, mtry, ntree, alpha = 0.1)
Arguments
X1
A n1*d matrix for training
Y1
A n1*1 vector for training
X2
A n2*d matrix for calibration
Y2
A n2*1 vector for calibration
mtry
mtry parameter in random forest
ntree
number of trees parameter in random forest
Value
the smallest width and its corresponding beta