estimateError: Estimate error (risk) of FlexCoDE object via test set

In rizbicki/FlexCoDE: Fits Flexible Conditional Estimator via Regression

Description

Estimate error (risk) of FlexCoDE object via test set

Usage

estimateError(obj, x_test, z_test, se = TRUE, n_boot = 500, n_grid = 1000)

Arguments

obj	is an object of the class FlexCoDE typically fitted used fitFlexCoDE
x_test	Covariates for the sample used to test the model (one observation per row)
z_test	Response for the sample used to test the model (one observation per row)
se	Boolean flag determining if bootstrap standard error are computed. Default is TRUE
n_boot	Number of bootstrap samples used to calculate standard errors. Default is 500
n_grid	Number of grid points to evaluate conditional density. Default is 500.

Value

Estimated error (with SE if se = TRUE)

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