Description Usage Arguments Value
View source: R/propTestTargetE.R
Used as a subroutine in InvariantEnvironmentPrediction
to test
whether out-of-sample performance is better when using X and Y as predictors for E,
compared to using X only.
1 | propTestTargetE(E, predictedOnlyX, predictedXY, verbose)
|
E |
An n-dimensional vector. |
predictedOnlyX |
Predictions for E based on predictors in X only. |
predictedXY |
Predictions for E based on predictors in X and Y. |
verbose |
Set to |
A list with the p-value for the test.
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