F_nBn_star_nested_cv: 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 where the initial distribution is based on cross validation

Description

Compute the targeted conditional cumulative distribution of the learner at a point where the initial distribution is based on cross validation

Usage

F_nBn_star_nested_cv(
  psi_x,
  y,
  inner_valid_prediction_and_y_list,
  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
inner_valid_prediction_and_y_list	A list of predictions and y's from .get_predictions.
epsilon	Vector of fluctuation parameter estimates
tol	A truncation level when taking logit transformations.

Value

Numeric value of CDF at psi_x

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