Fit a 1-d density using HAL regression; automatic tuning of L1 penalty

perform binning first then run a HAL classifier

Methods

Public methods

• cvDensityHAL$new()

• cvDensityHAL$assign_fold()

• cvDensityHAL$cv()

• cvDensityHAL$cv_lambda_grid()

• cvDensityHAL$compute_model_full_data()

• cvDensityHAL$clone()

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Method new()

Usage

cvDensityHAL$new(x, longiData)

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Method assign_fold()

Usage

cvDensityHAL$assign_fold(n_fold = 3)

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Method cv()

Usage

cvDensityHAL$cv(lambda = 2e-05, verbose = FALSE, ...)

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Method cv_lambda_grid()

Usage

cvDensityHAL$cv_lambda_grid(lambda_grid = NULL, lambda_min_ratio = NULL, ...)

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Method compute_model_full_data()

Usage

cvDensityHAL$compute_model_full_data(lambda)

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Method clone()

The objects of this class are cloneable with this method.

Usage

cvDensityHAL$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.