get_test_set

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

get_test_set function

<dl><dt>arg_lst</dt>
<dd>a list of estimates, data, etc.</dd>
<dt>k</dt>
<dd>the index of interest</dd></dl>

Arguments

Return test-set only data — get_test_set

<dl>

<dt>arg_lst</dt>
<dd>a list of estimates, data, etc.</dd>


<dt>k</dt>
<dd>the index of interest</dd>

</dl>

Return test-set only data

get_test_set: Return test-set only data

Description

Usage

Value

Arguments