title: Confidence interval for xgboost regression in R
body: <p>I am currently working on a dataset that contains 4 categorical input variables and one numeric output. </p>
  
  <p>I created a model, using the xgboost package in R. But I cannot find a way to compute a CI.</p>
  
  <p>How can I compute the confidence interval for my predictions? I found <a href="https://stackoverflow.com/questions/37418938/how-to-obtain-a-confidence-interval-or-a-measure-of-prediction-dispersion-when-u">this answer to a classification problem</a>, but I do not understand it properly. Could someone explain it in more depth for my problem?</p>