cv.GLglmnetN: Cross validation for L1-Penalized Q-Leanring Given group...

Description Usage Arguments Value

Description

Cross validation for L1-Penalized Q-Leanring Given group information, the variable selection can be L1-lasso or group-lasso

Usage

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cv.GLglmnetN(
  x,
  y,
  Yorig = NULL,
  A,
  group = c(rep(1:10, each = 5), 11, rep(12:21, each = 5)),
  pA,
  nfolds = 10,
  loss = "ls",
  ...
)

Arguments

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

Value

subject of class "qlearn"


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