measure_mse

fitted values from a regression function.

fitted_values

weights

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

na.rm

Compute nonparametric estimate of mean squared error.

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. (arXiv, 2020+) <arXiv:2004.03683>, and Williamson and Feng (ICML, 2020) <arXiv:>.

measure_mse: Estimate mean squared error

Description

Usage

Arguments

Value