Construct conformal predictive interval based on cox model

portnoy_based(x, c, alpha, data_fit, data_calib, weight_calib, weight_new)

Arguments

x

a vector of the covariate of the test data.

alpha

a number betweeo 0 and 1, specifying the miscaverage rate.

data_fit

a data frame, containing the training data.

data_calib

a data frame, containing the calibration data.

r

the censoring time of the test data.

type

either "marginal" or "local". Determines the type of confidence interval.

Value

low_ci a value of the lower bound for the survival time of the test point.

includeR 0 or 1, indicating if [r,inf) is included in the confidence interval.

See also