Perform cross validation for tuning parameter selection

Source: R/cv_trac.R

This function is to be called after calling trac. It performs nfold-fold cross validation.

cv_trac(
  fit,
  Z,
  y,
  A,
  folds = NULL,
  nfolds = 5,
  summary_function = stats::median
)

Arguments

fit

output of trac function.
Z, y, A

same arguments as passed to trac
folds

a partition of 1:nrow(Z).
nfolds

number of folds for cross-validation
summary_function

how to combine the errors calculated on each observation within a fold (e.g. mean or median)