predictiveness_ci

estimate of predictiveness, e.g., from a call to <code>predictiveness_point_est</code>.

estimate of the standard error of <code>est</code>, e.g., from a call to <code>vimp_se</code>.

confidence interval type (defaults to 0.95).

level

should one-sided intervals be returned? (defaults to <code>FALSE</code>)

one_sided

Compute confidence intervals for the true measure of predictiveness.

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:>.

predictiveness_ci: Confidence intervals for measures of predictiveness

Description

Usage

Arguments

Value

Details