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AtomFunctionalEstimate

gam_sae::identifiability

Struct AtomFunctionalEstimate 

Source 
pub struct AtomFunctionalEstimate {
    pub theta_plugin: f64,
    pub theta_onestep: f64,
    pub penalty_bias: f64,
}
Expand description

One atom decoder-functional point summary: the plug-in value and the one-step penalty-debiased value, with the removed penalty bias. Deliberately carries NO standard error / confidence interval — the conditional-on-generated- regressors variance channel is unmodelled, so any SE would under-cover (#1115). Use AtomSmoothSignificance for an honest any-n-valid structure test instead.

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§theta_plugin: f64

The raw plug-in functional value θ̂ = g·β̂.

§theta_onestep: f64

The one-step penalty-debiased value θ̂ − bias, removing the regularization bias relative to the conditional target.

§penalty_bias: f64

The removed penalty bias (H⁻¹ g)·(Sβ̂).

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impl Clone for AtomFunctionalEstimate

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fn clone(&self) -> AtomFunctionalEstimate

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Copy for AtomFunctionalEstimate

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impl Debug for AtomFunctionalEstimate

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

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🔬This is a nightly-only experimental API. (clone_to_uninit)
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