HDtweedie_kfold_aug {personalized2part}

Fit a penalized gamma augmentation model via cross fitting

Description

Fits a penalized gamma augmentation model via cross fitting and returns vector of length n of out of sample predictions on the link scale from cross fitting

Usage

HDtweedie_kfold_aug(
  x,
  y,
  trt,
  wts = NULL,
  K = 10,
  p = 1.5,
  interactions = FALSE
)

Arguments

x

an n x p matrix of covariates for the zero part data, where each row is an observation and each column is a predictor. MUST be ordered such that the first n_s rows align with the observations in x_s and s

y

a length n vector of responses taking positive values

trt

a length n vector of treatment variables with 1 indicating treatment and -1 indicating control

wts

a length n vector of sample weights

K

number of folds for cross fitting

p

tweedie mixing parameter. See HDtweedie for details

interactions

boolean variable of whether or not to fit model with interactions. For predictions, interactions will be integrated out