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

In benkeser/predtmle: Small sample estimators of cross-validated prediction metrics

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 .getPredictions.
epsilon	Vector of fluctuation parameter estimates
tol	A truncation level when taking logit transformations.

Value

Numeric value of CDF at psi_x

benkeser/predtmle documentation built on May 20, 2019, 5:41 p.m.