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vimp (version 2.1.0)

measure_cross_entropy: Estimate the cross-entropy

Description

Compute nonparametric estimate of cross-entropy.

Usage

measure_cross_entropy(
  fitted_values,
  y,
  weights = rep(1, length(y)),
  na.rm = FALSE
)

Arguments

fitted_values

fitted values from a regression function.

y

the outcome.

weights

weights (IPW, etc.).

na.rm

logical; should NA's be removed in computation? (defaults to FALSE)

Value

A named list of: (1) the estimated cross-entropy of the fitted regression function, and (2) the estimated influence function.