get_orf_variance: Get ORF Variance

Description Usage Arguments Value

View source: R/orf_dev.R

Description

get variance of ordered random forest predictions based on honest sample splitting as described in Lechner (2018)

Usage

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get_orf_variance(
  honest_pred,
  honest_weights,
  train_pred,
  train_weights,
  Y_ind_honest
)

Arguments

honest_pred

list of vectors of honest forest predictions

honest_weights

list of n x n matrices of honest forest weights

train_pred

list of vectors of honest forests predictions from train sample

train_weights

list of vectors of honest forests predictions from train sample

Y_ind_honest

list of vectors of 0-1 outcomes for the honest sample

Value

vector of ORF variances


orf documentation built on March 26, 2020, 7:30 p.m.