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Find the optimal lambda via LOOCV

Source: R/SCM.R
lambdacv.Rd

Find the optimal lambda via LOOCV

Usage

lambdacv(
  ec,
  long_term_col_name,
  lambda.min = 0,
  lambda.max = 0.1,
  nlambda = 10,
  pb = NULL
)

Arguments

ec

Matrix of external control data (attributes by columns).

long_term_col_name

Character vector of long-term outcome column names.

lambda.min

Numeric. Minimum penalty parameter.

lambda.max

Numeric. Maximum penalty parameter.

nlambda

Integer. Number of lambda values to evaluate.

pb

A progress bar object or NULL.