Description Usage Arguments Value
Cross validation for L1-Penalized Q-Leanring Given group information, the variable selection can be L1-lasso or group-lasso
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| x: | n by p matrix of features | 
| y: | weights vector of length n | 
| Yorig: | original outcome vector of length n | 
| A: | treatment 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 | 
| pA: | propensity score, vector of length n | 
| nfolds: | number of cross validation fold, should be an integer >3 | 
subject of class "qlearn"
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