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ConformalSmallest (version 1.0)

naive.fun: Conformal prediction for linear regression

Description

Conformal prediction for linear regression

Usage

naive.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