tlp_S: Cost function in psi-Learn

Description Usage Arguments Value Author(s)

View source: R/InitialEst.R

Description

calculate the cost in psi-Learn with ridge penalty

Usage

1
tlp_S(X,A,R,wt,w,tau=0.1,kappa=0.1,kernel='linear')

Arguments

X

n by p input matrix.

A

a vector of n entries coded 1 and -1 for the treatment assignments.

R

a vector of outcome variable, larger is more desirable.

wt

a vector of weights for each observation.

w

coefficients for the decision function, the first element is the bias

tau

tuning parameter for the loss function in psi-Learn

kappa

tunning parameter to control the complexity of the decision function.

kernel

kernel function for pai-Learn, can be 'linear' or 'rbf' (radial basis kernel), default is 'linear'.

Value

It returns the cost value in psi-Learn

cost

the cost value in psi-Learn

Author(s)

MingyangLiu <[email protected]>


mylzwq/psi-learning-for-ITR documentation built on Sept. 23, 2018, 12:56 a.m.