R: Local linear forest tuning

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 2.0.1 Index]