F_nBn_star_nested_cv {nlpred}

Compute the targeted conditional cumulative distribution of the learner at a point where the initial distribution is based on cross validation

Description

Compute the targeted conditional cumulative distribution of the learner at a point where the initial distribution is based on cross validation

Usage

F_nBn_star_nested_cv(
  psi_x,
  y,
  inner_valid_prediction_and_y_list,
  epsilon = 0,
  tol = 0.001
)

Arguments

psi_x

Value to compute conditional (on Y=y) cdf of learner

y

Value of Y to condition on

inner_valid_prediction_and_y_list

A list of predictions and y's from .get_predictions.

epsilon

Vector of fluctuation parameter estimates

tol

A truncation level when taking logit transformations.

Value

Numeric value of CDF at psi_x