sdid_unit_weights_cpp: Calculate SDID Unit Weights (omega)

In coresynth: Fast and Unified Synthetic Control Methods

Calculate SDID Unit Weights (omega)

Description

Solves the regularized QP: min over omega in Delta: sum_t (sum_i omega_i Y_it - Y_tr_t)^2 + zeta^2 * T_pre * ||omega||^2

Usage

sdid_unit_weights_cpp(Y_pre, Y_tr_pre, zeta2)

Arguments

Y_pre	Pre-treatment outcome matrix for control units (T_pre x N_co)
Y_tr_pre	Pre-treatment outcome vector for treated unit (T_pre x 1), averaged if multiple
zeta2	Ridge penalty parameter (zeta^2). The code internally multiplies by T_pre per the paper.

Details

This corresponds to equation (5) in Arkhangelsky et al. (2021).

Value

A numeric vector of length N_co holding the SDID unit weights omega (non-negative and summing to one).

coresynth documentation built on Aug. 28, 2026, 1:06 a.m.