tune_ll_causal_forest {grf} | R Documentation |
Local linear forest tuning
Description
Finds the optimal ridge penalty for local linear causal prediction.
Usage
tune_ll_causal_forest(
forest,
linear.correction.variables = NULL,
ll.weight.penalty = FALSE,
num.threads = NULL,
lambda.path = NULL
)
Arguments
forest |
The forest used for prediction. |
linear.correction.variables |
Variables to use for local linear prediction. If left null, all variables are used. Default is NULL. |
ll.weight.penalty |
Option to standardize ridge penalty by covariance (TRUE), or penalize all covariates equally (FALSE). Defaults to FALSE. |
num.threads |
Number of threads used in training. If set to NULL, the software automatically selects an appropriate amount. |
lambda.path |
Optional list of lambdas to use for cross-validation. |
Value
A list of lambdas tried, corresponding errors, and optimal ridge penalty lambda.
[Package grf version 2.4.0 Index]