star.fun {ConformalSmallest} | R Documentation |
Conformal prediction for ridge regression, tuning parameter by minimizing the mean of the residuals
star.fun(X, Y, X0, lambda = seq(0, 100, length = 100), alpha = 0.1)
X |
A N*d training matrix |
Y |
A N*1 training vector |
X0 |
A N0*d testing vector |
lambda |
a sequence of penalty parameters for ridge regression |
alpha |
miscoverage level |
upper and lower prediction intervals for X0