PLR.scores {LorenzRegression} | R Documentation |
PLR.scores
computes the Gini scores (either OOB-scores or CV-scores) obtained for a specific validation sample and associated to a list of parameters obtained by the Penalized Lorenz Regression.
PLR.scores(y, x, weights, theta.list)
y |
the vector of responses |
x |
the design matrix (after data management steps, i.e. standardization and transformations of the categorical covariates into binaries) |
weights |
vector of sample weights. By default, each observation is given the same weight. |
theta.list |
list of matrices. Each element of the list correspond to a value of the grid parameter. The columns of the matrices correspond to values of the penalty parameters. The rows correspond to the different covariates. |
A list of vectors gathering the Gini scores. Each element of the list corresponds to a value of the grid parameter and each element of the vector corresponds to a value of the penalization parameter.