rlasso | R Documentation |
Estimate treatment effect via the R-lasso, as proposed by Nie and Wager (2017)
rlasso(X, Y, W, alpha = 1, nfolds = NULL, lambda.choice = c("lambda.1se",
"lambda.min"), standardize = TRUE)
X |
the input features |
Y |
the observed response (real valued) |
W |
the effect variable (real valued) |
alpha |
tuning parameter for the elastic net |
nfolds |
number of folds for cross-fitting |
lambda.choice |
how to cross-validated |
standardize |
whether X should be rescaled before running the lasso |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.