AUPECcv | R Documentation |
This function estimates AUPEC. The details of the methods for this design are given in Imai and Li (2019).
AUPECcv(T, tau, Y, ind, centered = TRUE)
T |
A vector of the unit-level binary treatment receipt variable for each sample. |
tau |
A matrix where the |
Y |
The outcome variable of interest. |
ind |
A vector of integers (between 1 and number of folds inclusive) indicating which testing set does each sample belong to. |
centered |
If |
A list that contains the following items:
aupec |
The estimated AUPEC. |
sd |
The estimated standard deviation of AUPEC. |
Michael Lingzhi Li, Technology and Operations Management, Harvard Business School mili@hbs.edu, https://www.michaellz.com/;
Imai and Li (2019). “Experimental Evaluation of Individualized Treatment Rules”,
T = c(1,0,1,0,1,0,1,0)
tau = matrix(c(0,0.1,0.2,0.3,0.4,0.5,0.6,0.7,-0.5,-0.3,-0.1,0.1,0.3,0.5,0.7,0.9),nrow = 8, ncol = 2)
Y = c(4,5,0,2,4,1,-4,3)
ind = c(rep(1,4),rep(2,4))
aupeclist <- AUPECcv(T, tau, Y, ind)
aupeclist$aupec
aupeclist$sd
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