crossValidate {hbal} | R Documentation |
Internal function called by hbal
to select ridge penalties through cross-validation.
crossValidate(
group.alpha = NULL,
penalty.pos = NULL,
penalty.val = NULL,
group.exact = NULL,
grouping = NULL,
folds = NULL,
treatment = NULL,
fold.co = NULL,
fold.tr = NULL,
coefs = NULL,
control = NULL,
constraint.tolerance = NULL,
print.level = NULL,
base.weight = NULL,
full.t = NULL,
full.c = NULL,
shuffle.treat = NULL
)
group.alpha |
group.alpha. Controls degree of regularization. |
penalty.pos |
positions of user-supplied penalties. |
penalty.val |
values of user-supplied penalties. |
group.exact |
binary indicator of whether each covariate group should be penalized. |
grouping |
different groupings of the covariates. |
folds |
number of folds to perform cross validation. |
treatment |
covariate matrix for treatment group. |
fold.co |
fold assignments for control units. |
fold.tr |
fold assignments for treated units. |
coefs |
starting coefficients (lambda). |
control |
covariate matrix for control group. |
constraint.tolerance |
tolerance level for imbalance. |
print.level |
details of printed output. |
base.weight |
target weight distribution for the control units. |
full.t |
(unresidualized) ovariate matrix for treatment group. |
full.c |
(unresidualized) ovariate matrix for control group. |
shuffle.treat |
whether to create folds for the treated units |
group.alpha, lambda
Yiqing Xu, Eddie Yang