get_orf_variance {orf} | R Documentation |
Get ORF Variance
Description
get variance of ordered random forest predictions based on honest sample splitting as described in Lechner (2018)
Usage
get_orf_variance(
honest_pred,
honest_weights,
train_pred,
train_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 |
train_pred |
list of vectors of honest forests predictions from train sample |
train_weights |
list of vectors of honest forests predictions from train sample |
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]