vd_fun: ITR value estimated given a list of fitted model Calculate...

Description Usage Arguments

Description

ITR value estimated given a list of fitted model Calculate the value function given each lambda

Usage

1
vd_fun(outlist, lambda, x, y, A, foldid, group, loss)

Arguments

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


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