spvim_vcov {flevr}

Extract a Variance-Covariance Matrix for SPVIM Estimates

Description

Extract a variance-covariance matrix based on the efficient influence function for each of the estimated SPVIMs.

Usage

spvim_vcov(spvim_ests = NULL)

Arguments

spvim_ests

estimated SPVIMs

Value

a variance-covariance matrix

Examples

data("biomarkers")
# subset to complete cases for illustration
cc <- complete.cases(biomarkers)
dat_cc <- biomarkers[cc, ]
# use only the mucinous outcome, not the high-malignancy outcome
y <- dat_cc$mucinous
x <- dat_cc[, !(names(dat_cc) %in% c("mucinous", "high_malignancy"))]
feature_nms <- names(x)
# estimate SPVIMs (using simple library and V = 2 for illustration only)
set.seed(20231129)
library("SuperLearner")
est <- vimp::sp_vim(Y = y, X = x, V = 2, type = "auc", SL.library = "SL.glm", 
                    cvControl = list(V = 2))
# get variance-covariance matrix
vcov <- spvim_vcov(spvim_ests = est)