F_nBn_star: Compute the targeted conditional cumulative distribution of...

In benkeser/nlpred: Estimators of Non-Linear Cross-Validated Risks Optimized for Small Samples

Compute the targeted conditional cumulative distribution of the learner at a point

Description

Compute the targeted conditional cumulative distribution of the learner at a point

Usage

F_nBn_star(psi_x, y, train_pred, train_y, epsilon = 0, tol = 0.001)

Arguments

psi_x	Value to compute conditional (on Y=y) cdf of learner
y	Value of Y to condition on
train_pred	Values of Psi_nBn(X) from training sample
train_y	Values of Y from training sample
epsilon	Vector of fluctuation parameter estimates
tol	Truncation level for logistic transformation

Value

Numeric value of CDF at psi_x

benkeser/nlpred documentation built on June 11, 2022, 3:05 a.m.