ITR value estimated given a list of fitted model Calculate the value function given each lambda
1 |
outlist: |
A list of fitted model, corresponding to lambda |
lambda: |
lambda vector chosen automatically when whole data if fitted |
x: |
feature matrix |
y: |
outcome/residual |
A: |
treatment observed |
foldid: |
length n vector of cv group index, for Cross validation purpose purpose |
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 |
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