HDtweedie_kfold_aug: Fit a penalized gamma augmentation model via cross fitting

In personalized2part: Two-Part Estimation of Treatment Rules for Semi-Continuous Data

Description

Fits a penalized gamma augmentation model via cross fitting and returns vector of length n of out of sample predictions on the link scale from cross fitting

Usage

HDtweedie_kfold_aug(
  x,
  y,
  trt,
  wts = NULL,
  K = 10,
  p = 1.5,
  interactions = FALSE
)

Arguments

x	an n x p matrix of covariates for the zero part data, where each row is an observation and each column is a predictor. MUST be ordered such that the first n_s rows align with the observations in x_s and s
y	a length n vector of responses taking positive values
trt	a length n vector of treatment variables with 1 indicating treatment and -1 indicating control
wts	a length n vector of sample weights
K	number of folds for cross fitting
p	tweedie mixing parameter. See HDtweedie for details
interactions	boolean variable of whether or not to fit model with interactions. For predictions, interactions will be integrated out

personalized2part documentation built on Jan. 13, 2021, 7:51 a.m.