computing_s_regression {conformalInference.multi} | R Documentation |
It computes values for local scoring.
computing_s_regression(mat_residual, type, alpha, tau)
mat_residual |
A vector of the residuals obtained via multivariate modeling. |
type |
A string indicating the type of modulation function chosen. The alternatives are "identity","st-dev","alpha-max". |
alpha |
The value of the confidence interval. |
tau |
A number between 0 and 1 used for the randomized version of the algorithm |
It is an helper function for conformal.multidim.split
and
conformal.multidim.msplit
It returns local scoring values for the residuals.
"Conformal Prediction Bands for Multivariate Functional Data" by Diquigiovanni, Fontana, Vantini (2021) <arXiv:2106.01792>.