pred_orf_variance {orf} | R Documentation |
Predict ORF Variance
Description
predict variance of ordered random forest predictions based on honest sample splitting as described in Lechner (2018)
Usage
pred_orf_variance(honest_pred, honest_weights, Y_ind_honest)
Arguments
honest_pred |
list of vectors of honest forest predictions |
honest_weights |
list of n x n matrices of honest forest weights |
Y_ind_honest |
list of vectors of 0-1 outcomes for the honest sample |
Value
vector of ORF variances
[Package orf version 0.1.4 Index]