Create a Cyclops control object that supports in- / out-of-sample hyperparameter search using weights

createWeightBasedSearchControl creates a Cyclops control object for use with fitCyclopsModel that supports hyperparameter optimization through an auto-search where weight = 1 identifies in-sample observations and weight = 0 identifies out-of-sample observations.

createWeightBasedSearchControl(cvType = "auto", initialValue = 1, ...)

Arguments

cvType

Must equal "auto"

initialValue

Initial value for auto-search parameter

...

Additional parameters passed through to createControl

Value

A Cyclops prior object of class inheriting from "cyclopsControl"

for use with fitCyclopsModel.