pred_orf_variance: Predict ORF Variance

Description Usage Arguments Value

View source: R/orf_dev.R

Description

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

Usage

1
pred_orf_variance(honest_pred, honest_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

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.