honest_fitted: Honest In-Sample Predictions

In morf: Modified Ordered Random Forest

Honest In-Sample Predictions

Description

Computes honest in-sample predictions for an morf.forest object.

Usage

honest_fitted(forest, train_sample, honest_sample, y_m_honest, y_m_1_honest)

Arguments

forest	An morf.forest object.
train_sample	Training sample.
honest_sample	Honest sample.
y_m_honest	Indicator variable, whether the outcome is smaller than or equal to the m-th class.
y_m_1_honest	Indicator variable, whether the outcome is smaller than or equal to the (m-1)-th class.

Details

forest must have been grown using only the training sample. honest_fitted replaces the leaf estimates using the outcome from the honest sample (using the prediction method of morf).

Value

In-sample honest predictions.

morf documentation built on March 31, 2023, 8:14 p.m.