forest_weights_predicted_cpp: Forest Out-of-Sample Honest Weights

In ocf: Ordered Correlation Forest

Forest Out-of-Sample Honest Weights

Description

Computes forest out-of-sample honest weights for a ocf.forest object relative to the m-th class.

Usage

forest_weights_predicted_cpp(
  leaf_IDs_test_list,
  leaf_IDs_honest_list,
  leaf_size_honest_list,
  w
)

Arguments

leaf_IDs_test_list	List of size n.trees, storing the leaf of each tree where training units fall into.
leaf_IDs_honest_list	List of size n.trees, storing the leaf of each tree where honest units fall into.
leaf_size_honest_list	List of size n.trees, storing the size of the leaves of each tree computed with honest units.
w	1 if marginal effects are being computed, 0 otherwise for normal prediction.

ocf documentation built on April 4, 2025, 4:44 a.m.