Helper function to get quantile for a single training fold data when nested CV is used.

.get_nested_cv_quantile(x, p, prediction_list, folds, quantile_type = 8)

Arguments

x

An entry in prediction_list.

p

The quantile to get.

prediction_list

Properly formatted list of predictions.

folds

Cross-validation fold assignments.

quantile_type

The type of quantile estimate to use.