Description Usage Arguments Details Value
Nonparametric calibration step for predicting the mean
1 | np_calibrate(new_xs, xs, ys, glmnet_obj, bandwidth)
|
new_xs |
Matrix of new predictors |
xs |
Matrix of old predictors |
ys |
Vector of old observed values |
glmnet_obj |
A glmnet object for which there is a predict method |
The formula in the assignment does not include intercepts, but we do
include the intercepts here by using the predict
function.
However, because the intercepts will be the same, after subtraction
they cancel out.
Nonparametrically calibrated predicted means.
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