gpe_sample: Sampling Function Generator for gpe

In pre: Prediction Rule Ensembles

Sampling Function Generator for gpe

Description

Provides a sample function for gpe.

Usage

gpe_sample(sampfrac = 0.5)

Arguments

sampfrac

Fraction of n to use for sampling. It is the η / N in Friedman & Popescu (2008).

Value

Returns a function that takes an n argument for the number of observations and a weights argument for the case weights. The function returns a vector of indices.

References

Friedman, J. H., & Popescu, B. E. (2008). Predictive learning via rule ensembles. The Annals of Applied Statistics, 2(3), 916-954.

See Also

gpe

pre documentation built on Feb. 16, 2023, 5:20 p.m.