ensemble_core: Core function of 'ensemble'.
In MCKnaus/causalDML: Causal Double Machine Learning

ensemble_core

R Documentation

Core function of `ensemble`.

Core function of ensemble.

ensemble_core(ml, x_tr, y_tr, x_te, weights = FALSE, quiet = TRUE)

`ml`	List of methods build via `create_method` to be used in ensemble.
`x_tr`	Covariate matrix of training sample.
`y_tr`	Vector of outcomes of training sample.
`x_te`	Covariate matrix of test sample.
`weights`	If TRUE, weights underlying the ensemble prediction for x_te calculated.
`quiet`	If FALSE, print method that is currently computed.

Returns list containing:

`predictions`	`nrow(x_te)` x `length(ml)` matrix with the predictions of each method
`weights`	If `weights=TRUE`, list of length(ml) with smoother matrices of dimension `nrow(xnew)` x `nrow(x)` containing the weights that deliver predictions of each method where each row gives the weight that each training outcome received in the prediction