rpart.exp(y, offset, parms, wt)
Surv
shrink
and method
.
The first is the prior for the coefficient of variation of the
predictions. The second is either "deviance"
or "sqrt"
and is the measure used for cross-validation.
If values are missing the defaults are used, which are
"deviance"
for the method, and a shrinkage of 1.0 for the
deviance method and 0 for the square root.rpart