Conformal Prediction for Elastic Regression

Conformal Prediction for Elastic Regression

Usage

conformal.elastic.regression(
  fdataobj,
  y,
  newdata,
  ncomp.beta = 10,
  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.beta

Number of basis functions for beta (default 10).

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.regression(fd[1:40, ], y[1:40], fd[41:50, ])
# }