EIF estimator for continuous surrogates with calibration

Usage

eif_continuous_point_and_ci(
  Y_cal,
  Yhat_cal,
  Yhat_test,
  calibration_method = "linear",
  alpha = 0.1
)

Y_cal: Vector of true labels on the calibration set.
Yhat_cal: Vector of surrogate predictions on the calibration set.
Yhat_test: Vector of surrogate predictions on the test set.
calibration_method: Calibration method; one of "linear", "gam", "spline", or "isotonic".
alpha: Miscoverage level for the confidence interval.