Description Usage Arguments Value
Worker function to make long form data set needed for CVTMLE targeting step
1 2 | .makeLongData(x, gn, update = FALSE, epsilon_0 = 0, epsilon_1 = 0,
tol = 0.001)
|
x |
An entry in the "predictions list" that has certain
named values (see |
gn |
An estimate of the marginal dist. of Y |
update |
Boolean of whether this is called for initial construction of the long data set or as part of the targeting loop. If the former, empirical "density" estimates are used. If the latter these are derived from the targeted cdf. |
epsilon_0 |
If |
epsilon_1 |
Ditto above |
A long form data list of a particular set up. Columns are named id (multiple per obs. in validation sample), u (if Yi = 0, these are the values of psi(x) in the training sample for obs with Y = 1, if Yi = 1, these are values of psi(x) in the training sample for obs. with Y = 0), Yi (this id's value of Y), Fn ( estimated value of the cdf of psi(X) given Y = Yi in the training sample), dFn (estimated value of the density of psi(X) given Y = (1-Yi) in the training sample), psi (the value of this observations \hat\Psi(P_n,B_n^0)), gn (estimate of marginal of Y e.g., computed in whole sample), outcome (indicator that psix <= u), logit_Fn (the cdf estimate on the logit scale, needed for offset in targeting model).
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