Conformal Prediction for Elastic PCR — conformal.elastic.pcr • fdars

Conformal Prediction for Elastic PCR

Usage

conformal.elastic.pcr(
  fdataobj,
  y,
  newdata,
  ncomp = 3,
  pca.method = c("vertical", "horizontal", "joint"),
  lambda = 0,
  cal.fraction = 0.25,
  alpha = 0.1,
  seed = NULL
)

Arguments

fdataobj: An object of class 'fdata' (training data).
y: Response vector (training).
newdata: An object of class 'fdata' (test data).
ncomp: Number of FPC components (default 3).
pca.method: PCA method: "vertical", "horizontal", or "joint".
lambda: Regularization (default 0).
cal.fraction: Calibration fraction (default 0.25).
alpha: Miscoverage level (default 0.1).
seed: Random seed.

Value

Same as conformal.fregre.lm.

Examples

# \donttest{
fd <- fdata(matrix(rnorm(500), 50, 10), argvals = seq(0, 1, length.out = 10))
y <- rnorm(50)
cp <- conformal.elastic.pcr(fd[1:40, ], y[1:40], fd[41:50, ])
# }