star.fun

<p>a sequence of penalty parameters for ridge regression</p>

lambda

alpha

<p>Conformal prediction for ridge regression, tuning parameter by minimizing the mean of the residuals</p>

An implementation of efficiency first conformal prediction (EFCP) and validity first conformal prediction (VFCP) that demonstrates both validity (coverage guarantee) and efficiency (width guarantee). To learn how to use it, check the vignettes for a quick tutorial. The package is based on the work by Yang Y., Kuchibhotla A.,(2021) <arxiv:2104.13871>.

star.fun: Conformal prediction for ridge regression, tuning parameter by minimizing the mean of the residuals

Description

Usage

Arguments

Value