cleverly.inference.influence_variance

cleverly.inference.influence_variance(influence_curve: ndarray[tuple[Any, ...], dtype[float64]], cluster: ndarray[tuple[Any, ...], dtype[int64]] | None = None) → float

Variance of an estimator from its influence curve.

Parameters:

influence_curvendarray

(n,) influence curve.

clusterndarray or None

(n,) cluster codes. None treats the rows as independent.

Returns:

float

Variance of the estimator on the inference scale.