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ConformalSmallest (version 1.0)

ginverse.fun: Conformal prediction for linear regression

Description

Conformal prediction for linear regression

Usage

ginverse.fun(x, y, x0, alpha = 0.1)

Arguments

x

A N*d training matrix

y

A N*1 training vector

x0

A N0*d testing vector

alpha

miscoverage level

Value

upper and lower prediction intervals for X0