Compute standard error estimates for estimates of measures of predictiveness.
predictiveness_se(est, update, denom = NULL, n = length(update), na.rm = FALSE)the estimate of variable importance.
the influence curve-based update.
a list of point estimate and influence curve for the denominator (if any) to make the measure of predictiveness interpretable.
the sample size.
logical; should NA's be removed in computation? (defaults to FALSE).
The standard error for the estimated measure of predictiveness for the given group of covariates.
See the paper by Williamson, Gilbert, Simon, and Carone for more details on the mathematics behind this function and the definition of the parameter of interest.