Use plateau method to choose the L1 penalty of HAL (abstract class)

Use plateau method to choose the L1 penalty of HAL (abstract class)

Use plateau method to choose the L1 penalty of HAL (abstract class)

Methods

Public methods

• tuneHyperparam$new()

• tuneHyperparam$get_lambda()

• tuneHyperparam$get_value()

• tuneHyperparam$plot_CI()

• tuneHyperparam$get_lambda_df()

• tuneHyperparam$plot_width()

• tuneHyperparam$select_lambda_pleateau_wald()

• tuneHyperparam$get_Psi_df()

• tuneHyperparam$select_lambda_psi_grad()

• tuneHyperparam$clone()

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Method new()

Usage

tuneHyperparam$new(data, n_bootstrap = 200, inflate_lambda = 1)

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Method get_lambda()

Usage

tuneHyperparam$get_lambda()

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Method get_value()

Usage

tuneHyperparam$get_value()

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Method plot_CI()

Usage

tuneHyperparam$plot_CI(Psi = NULL)

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Method get_lambda_df()

Usage

tuneHyperparam$get_lambda_df()

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Method plot_width()

Usage

tuneHyperparam$plot_width(type_CI = NULL)

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Method select_lambda_pleateau_wald()

Usage

tuneHyperparam$select_lambda_pleateau_wald(df_lambda_width)

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Method get_Psi_df()

Usage

tuneHyperparam$get_Psi_df()

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Method select_lambda_psi_grad()

Usage

tuneHyperparam$select_lambda_psi_grad(df_Psi)

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Method clone()

The objects of this class are cloneable with this method.

Usage

tuneHyperparam$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.