SelectBoost.gamlss (version 0.2.2)

confidence_functionals: Confidence functionals from a c0 grid

Description

Summarize selection proportions across c0 (SelectBoost threshold) into single-number confidence scores per term/parameter.

Usage

confidence_functionals(
  x,
  pi_thr = NULL,
  q = c(0.5, 0.8, 0.9),
  weight_fun = NULL,
  conservative = FALSE,
  B = NULL,
  method = c("trapezoid", "step")
)

Value

A data.frame with per-term summaries, classed as "sb_confidence".

Arguments

x

An object from sb_gamlss_c0_grid().

pi_thr

Stability threshold; defaults to x$pi_thr.

q

Numeric vector of quantiles to compute (in 0..1).

weight_fun

Optional function w(c0) for weighted AUSC; default uniform.

conservative

If TRUE, use Wilson lower confidence bounds for proportions.

B

Number of bootstraps (if not inferable when conservative = TRUE).

method

Integration method: "trapezoid" (default) or "step".