ROWL: ROWL, a function for OWL and RWL. This is used for benchmark...

Description Usage Arguments Examples

Description

ROWL, a function for OWL and RWL. This is used for benchmark models

Usage

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ROWL(
  H,
  A,
  R2,
  pi = rep(1, n),
  pentype = "lasso",
  kernel = "linear",
  residual = TRUE,
  sigma = c(0.03, 0.05, 0.07),
  clinear = 2^(-2:2),
  m = 4,
  e = 1e-05
)

Arguments

H:

n by P feature matrix

A:

treatment, takes value -1 and +1 with size n

R2:

outcome or residual vector with length n

pi:

propensity score with length n

pentype:

penalty in the residual estimation process, useful or RWL only

kernel:

kernel used in SVM

residual:

True or False, if True then RWL is deployed, if FALSE then OWL is deployed. Default is True.

sigma:

hyper-parameter in SVM rbf kernel

clinear:

hyper-parameter in SVM rbf kernel

m:

number of fold for cross validation in parameter tunning

e:

least tolerated error

Examples

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ROWL()

sambiostat/WAPL documentation built on May 26, 2020, 12:17 a.m.