estimate

Generic function for estimating a predictiveness measure (e.g., R-squared or classification accuracy).

Calculate point estimates of and valid confidence intervals for
nonparametric, algorithm-agnostic variable importance measures in high and low dimensions,
using flexible estimators of the underlying regression functions. For more information
about the methods, please see Williamson et al. (Biometrics, 2020),  Williamson et al. (JASA, 2021), and Williamson and Feng (ICML, 2020).

Brian D. Williamson

vimp

Perform Inference on Algorithm-Agnostic Variable Importance

Jean Feng

Charlie Wolock

Noah Simon

Marco Carone

estimate function

<dl><dt>x</dt>
<dd>An R object. Currently, there are methods for <code>predictiveness_measure</code> objects only.</dd>
<dt>...</dt>
<dd>further arguments passed to or from other methods.</dd></dl>

Arguments

Estimate a Predictiveness Measure — estimate

<dl>

<dt>x</dt>
<dd>An R object. Currently, there are methods for <code>predictiveness_measure</code> objects only.</dd>


<dt>...</dt>
<dd>further arguments passed to or from other methods.</dd>

</dl>

estimate: Estimate a Predictiveness Measure

Description

Usage

Arguments