predict_forest_weights {ocf}R Documentation

Forest Out-of-Sample Weights

Description

Computes forest out-of-sample honest weights for an ocf.forest object.

Usage

predict_forest_weights(forest, honest_sample, test_sample)

Arguments

forest

An ocf.forest object.

honest_sample

Honest sample.

test_sample

Test sample.

Details

forest must have been grown using only the training sample.

Value

Matrix of out-of-sample honest weights.


[Package ocf version 1.0.0 Index]