debias.train.accuracy — debias.train.accuracy • PEcAnAssimSequential

This function helps to calculate the out-of-sample accuracy of residual predictions.

Usage

debias.train.accuracy(
  pred.name,
  cov.names,
  dat.train,
  var.name,
  py.init,
  ratio = 0.8
)

pred.name: character: the name for the predictive variable.
cov.names: character: the name for the covariates.
dat.train: data.frame: data frame containing associated covariates and predictive variable for ML training.
var.name: character: variable name to be predicted.
py.init: R function: R function to initialize the python functions. Default is NULL. the default random forest will be used if `py.init` is NULL.
ratio: numeric from 0 to 1: define the ratio of samples used for training. The rest samples will be used for calculating the out-of-sample accuracy. Default is 0.8.

list: the variable importance of the ML and RMSE of the out-of-sample predictions.

Dongchen Zhang