nuisance_cf: Cross-fitting of nuisance parameter with 'ensemble'.
In MCKnaus/causalDML: Causal Double Machine Learning

nuisance_cf

R Documentation

Cross-fitting of nuisance parameter with `ensemble`.

Cross-fitting of nuisance parameter with ensemble.

nuisance_cf(
  ml,
  y,
  x,
  cf_mat,
  cv = 5,
  subset = NULL,
  weights = FALSE,
  path = NULL,
  quiet = TRUE
)

`ml`	List of methods to be used in `ensemble` estimation. Methods can be created by `create_method`.
`y`	Vector of variable to be predicted.
`x`	Matrix of covariates.
`cf_mat`	Logical matrix with k columns of indicators representing the different folds (for example created by `prep_cf_mat`).
`cv`	Number of cross-validation when estimating ensemble (default 5).
`subset`	Optional logical vector if only subset of data should be used for prediction.
`weights`	If TRUE, prediction weights of the outcome nuisance extracted and saved (requires to provide a path).
`path`	Optional path to save the `ensemble` of each fold for later processing. Saved as path + "_foldi" where i is the fold number.
`quiet`	If FALSE, ensemble estimators print method that is currently running.