Description Usage Arguments Value Examples
Qlearning_gglasso This is the main function of Q-learning or penalized Q-learning
1 | Qlearning_gglasso(H, A, R, pA, pentype = "lasso", group, loss = "ls", m = 10)
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H: |
n by p matrix of features |
A: |
treatment vector of length n, A_i = +1 or -1 |
R: |
outcome vector of length n |
pA: |
propensity score, vector of length n |
pentype: |
whether penalized Q-learning is used or not, default is "lasso" |
group: |
group number, vector of length (2p+1), have to be consective, in each individual is one group then set group=seq(1: (2p+1)) |
loss: |
default is "ls" for least square loss |
subject of class "qlearn"
1 | Qlearning_gglasso(H,A,R, pA)
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