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dbarts: add standard error for interval predictions #978

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Jun 8, 2023
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dbarts: add standard error for interval predictions #978

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3 changes: 3 additions & 0 deletions NEWS.md
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Original file line number Diff line number Diff line change
Expand Up @@ -4,6 +4,9 @@

* `augment()` now works for censored regression models.

* For BART models with the `dbarts` engine, `predict()` can now also return the standard error for confidence and prediction intervals (#976).


# parsnip 1.1.0

This release of parsnip contains a number of new features and bug fixes, accompanied by several optimizations that substantially decrease the time to `fit()` and `predict()` with the package.
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3 changes: 3 additions & 0 deletions R/bart.R
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Expand Up @@ -232,6 +232,9 @@ dbart_predict_calc <- function(obj, new_data, type, level = 0.95, std_err = FALS
)
)
}
if (std_err) {
res$.std_error <- apply(post_dist, 2, stats::sd, na.rm = TRUE)
}
}
res
}
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18 changes: 12 additions & 6 deletions R/bart_data.R
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Expand Up @@ -140,7 +140,8 @@ set_pred(
obj = expr(object),
new_data = expr(new_data),
type = "conf_int",
level = expr(level)
level = expr(level),
std_err = expr(std_error)
)
)
)
Expand All @@ -158,7 +159,8 @@ set_pred(
obj = expr(object),
new_data = expr(new_data),
type = "pred_int",
level = expr(level)
level = expr(level),
std_err = expr(std_error)
)
)
)
Expand Down Expand Up @@ -215,7 +217,8 @@ set_pred(
obj = expr(object),
new_data = expr(new_data),
type = "conf_int",
level = expr(level)
level = expr(level),
std_err = expr(std_error)
)
)
)
Expand All @@ -233,7 +236,8 @@ set_pred(
obj = expr(object),
new_data = expr(new_data),
type = "pred_int",
level = expr(level)
level = expr(level),
std_err = expr(std_error)
)
)
)
Expand All @@ -248,7 +252,9 @@ set_pred(
post = NULL,
func = c(pkg = "parsnip", fun = "dbart_predict_calc"),
args =
list(obj = quote(object),
new_data = quote(new_data))
list(
obj = quote(object),
new_data = quote(new_data)
)
)
)