extract_pc {HMC}

Extract the principle components from the output of simple_pc_testing() and debiased_pc_testing().

Description

Extract the principle components from the output of simple_pc_testing() and debiased_pc_testing().

Usage

extract_pc(testing_result)

Arguments

testing_result

The output/test result list from simple_pc_testing() or debiased_pc_testing().

Value

A list, whose elements are the estimated PC for each split—the length of the output list is the same as n_folds.

The PC vectors for each split.