Estimate parameters on the data.

est_params(obj, y, d = NULL, X, sample = "est", ret_var = FALSE)

# S3 method for lm_est
est_params(obj, y, d = NULL, X, sample = "est", ret_var = FALSE)

# S3 method for simple_est
est_params(obj, y, d = NULL, X, sample = "est", ret_var = FALSE)

# S3 method for grid_rf
est_params(obj, y, d = NULL, X, sample = "est", ret_var = FALSE)

Arguments

obj

an EstimatorPlan object

y

A N-vector

d

A N-vector or NxM matrix (so that they can be estimated jointly)

X

A NxK matrix or data.frame

sample

One of: "trtr", "trcv", "est"

ret_var

Return Variance in the return list

Value

list(param_est=...) or list(param_est=...) if ret_var

Methods (by class)

  • lm_est: lm_est

  • simple_est: simple_est

  • grid_rf: grid_rf