combineFlexCoDEKernel: Finds best linear combination of several FlexCoDE estimates

In rizbicki/FlexCoDE: Fits Flexible Conditional Estimator via Regression

Description

Finds best linear combination of several FlexCoDE estimates

Usage

combineFlexCoDEKernel(
  objectCDE_binded,
  kernelValidationTrain,
  zValidation,
  kernelTestTrain = NULL,
  zTest = NULL
)

Arguments

objectCDE_binded	An object of the class FlexCoDE_binded with a fitted CDE, typically fitted used bindFlexCoDE beforehand
zValidation	Responses z used to validate (tune) the model (matrix with 1 column). Each row corresponds to a row of the xValidation argument
zTest	Responses z used to estimate risk of final model (matrix with one column; one observation per row). Default is NULL
xValidation	Covariates x used to validate (tune) the model (one x observation per row).
xTest	Covariates x used to estimate risk of final model (one observation per row; same number of columns as xTrain). Default is NULL

Value

Returns an object of the class "combinedFlexCoDE" which contains the weights best linear combination of the input models, together with all fitted models

rizbicki/FlexCoDE documentation built on Feb. 10, 2022, 3:14 p.m.