Confidence functionals from a c0 grid — confidence_functionals • SelectBoost.gamlss

Summarize selection proportions across c0 (SelectBoost threshold) into single-number confidence scores per term/parameter.

Usage

confidence_functionals(
  x,
  pi_thr = NULL,
  q = c(0.5, 0.8, 0.9),
  weight_fun = NULL,
  conservative = FALSE,
  B = NULL,
  method = c("trapezoid", "step")
)

Arguments

x: An object from sb_gamlss_c0_grid().
pi_thr: Stability threshold; defaults to x$pi_thr.
q: Numeric vector of quantiles to compute (in 0..1).
weight_fun: Optional function w(c0) for weighted AUSC; default uniform.
conservative: If TRUE, use Wilson lower confidence bounds for proportions.
B: Number of bootstraps (if not inferable when conservative = TRUE).
method: Integration method: "trapezoid" (default) or "step".

Value

A data.frame with per-term summaries, classed as "sb_confidence".