computing_s_regression

A vector of the residuals obtained via multivariate modeling.

mat_residual

A string indicating the type of modulation function chosen.
The alternatives are "identity","st-dev","alpha-max".

type

The value of the confidence interval.

alpha

A number between 0 and 1 used for the randomized version of the algorithm

It computes values for local scoring.

It computes full conformal, split conformal and multi split
conformal prediction regions when the response variable is
multivariate (i.e. dimension is greater than one). Moreover, the
package also contain plot functions to visualize the output of the
full and split conformal functions.
To guarantee consistency, the package structure mimics the univariate 'conformalInference'
package of professor Ryan Tibshirani.
The main references for the code are:
Lei et al. (2016) <arXiv:1604.04173>,
Diquigiovanni, Fontana, and Vantini (2021) <arXiv:2102.06746>,
Diquigiovanni, Fontana, and Vantini (2021) <arXiv:2106.01792>,
Solari, and Djordjilovic (2021) <arXiv:2103.00627>.

Paolo Vergottini

computing_s_regression: Computing modulation function for residuals.

Description

Usage

Arguments

Value

Details

References