Conditional width and coverage for EFCP, VFCP between CQR, CQR-m, CQR-r
conf_CQR_reg_conditional(
x,
y,
split,
beta_grid,
mtry_grid,
ntree_grid,
method = "efficient",
alpha = 0.1
)A N*d training matrix
A N*1 training vector
a vector of length 1 for efcp, length 2 for vfcp
a grid of beta's
a grid of mtry
a grid of ntree
"efficient" for efcp; "valid" for vfcp
miscoverage level
the selected cqr method