CV-selected penalties from a TROP penalty-sensitivity grid

Returns the cross-validation-selected penalties of a trop_sensitivity() grid — the grid cell minimising the CV loss — as a list(time=, unit=, nn=), the same shape trop() accepts for its lambda argument. So the data-driven choice on a grid can be fed straight back into a fit, e.g. trop(..., lambda = selected_lambda(g)), without digging the values out of attr(g, "selected") by hand.

Usage

selected_lambda(grid)

Arguments

grid

A cf_trop_grid from trop_sensitivity().

Value

A named list with the selected time, unit and nn penalties. The full selected row (including the ATT and CV loss there) remains available in attr(grid, "selected").

See also

trop_sensitivity(), surface_matrix(), trop()

Examples

# \donttest{
df <- sim_panel(N = 14, T = 9, n_treated = 3, t0 = 6, att = 2, seed = 1)
g <- trop_sensitivity(df, "y", "w", "id", "t",
                      lambda_time = c(0, 0.25, 1),
                      control = trop_control(n_cv_cells = 5L, cv_cycles = 1L,
                                             tol = 1e-3, seed = 1L))
selected_lambda(g)
#> $time
#> [1] 1
#> 
#> $unit
#> [1] 0
#> 
#> $nn
#> [1] 4.658485
#> 
# }