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You can either install LCPexperiments as a package via install_github("LeyingGuan/LCPexperiments") or source the files in under the R directory to run numerical examples in [1].
Illustrating example in Intro
See example_intro.Rmd
Experiments with simulated synthetic data
X = 1D_setA, 1D_setB, 1D_setC, 1D_setD represents one of the four different data generative settings.
Run example1: Rscript synthetic_example1.R X
Run example2: Rscript synthetic_example1.R X
The intermediate training model is saved under synthetic_results/example1/* and synthetic_results/example1/* , and the final results are saved under synthetic_results/* .
Experiments with real data from UCI databases
X = CASP, Concrete, facebook, facebook2 represents one of the four different data sets.
Run X: Rscript simulation_X.R
The intermediate training model is saved under UCI_results/X/* , and the final results are saved under UCI_results/* .
[1] Localized Conformal Prediction: A Generalized Inference Framework for Conformal Prediction https://arxiv.org/abs/2106.08460.