cram_variance_estimator: Cram Policy: Variance Estimate of the crammed Policy Value...

In cramR: Cram Method for Efficient Simultaneous Learning and Evaluation

Cram Policy: Variance Estimate of the crammed Policy Value Difference (Delta)

Description

This function estimates the asymptotic variance of the cram estimator for the policy value difference (delta).

Usage

cram_variance_estimator(X, Y, D, pi, batch_indices, propensity = NULL)

Arguments

X	A matrix or data frame of covariates for each sample.
Y	A vector of outcomes for the n individuals.
D	A vector of binary treatments for the n individuals.
pi	A matrix of n rows and (nb_batch + 1) columns, where n is the sample size and nb_batch is the number of batches, containing the policy assignment for each individual for each policy. The first column represents the baseline policy.
batch_indices	A list where each element is a vector of indices corresponding to the individuals in each batch.
propensity	The propensity score function

Value

The estimated variance of the policy value difference (Delta)

cramR documentation built on Aug. 25, 2025, 1:12 a.m.