get_orf_variance: Get ORF Variance

In orf: Ordered Random Forests

Get ORF Variance

Description

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

Usage

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 July 24, 2022, 1:05 a.m.