estimate.predictiveness_measure

Obtain a Point Estimate and Efficient Influence Function Estimate for a Given Predictiveness Measure

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.predictiveness_measure function

<dl><dt>x</dt>
<dd>an object of class <code>"predictiveness_measure"</code></dd>
<dt>...</dt>
<dd>other arguments to type-specific predictiveness measures (currently unused)</dd></dl>

Arguments

Obtain a Point Estimate and Efficient Influence Function Estimate for a Given Predictiveness Measure — estimate.predictiveness_measure

<dl>

<dt>x</dt>
<dd>an object of class <code>"predictiveness_measure"</code></dd>


<dt>...</dt>
<dd>other arguments to type-specific predictiveness measures (currently unused)</dd>

</dl>

estimate.predictiveness_measure: Obtain a Point Estimate and Efficient Influence Function Estimate for a Given Predictiveness Measure

Description

Usage

Value

Arguments