bias_Lip: Lipschitz class worst-case bias
In koohyun-kwon/HTEBand: Uniform confidence band for heterogenous treatment effects
Description
Usage
Arguments
Value
Description
Calculates the worst-case supremum bias for regression function value estimator under Lipschitz class.
Usage
1
Arguments
x
a vector of regressors.
t
a scalar evaluation point.
M
bound on the first derivative
kern
a string for kernel name; currently "tri" is supported.
h
a positive bandwidth.
Value
a scalar worst-case bias value
koohyun-kwon/HTEBand documentation built on Dec. 21, 2021, 7:42 a.m.
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Description Usage Arguments Value
Description
Calculates the worst-case supremum bias for regression function value estimator under Lipschitz class.
Usage
1 |
Arguments
x |
a vector of regressors. |
t |
a scalar evaluation point. |
M |
bound on the first derivative |
kern |
a string for kernel name; currently |
h |
a positive bandwidth. |
Value
a scalar worst-case bias value
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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