Qbar1: A Conditional Expectation of Y Given (A,W)
In achambaz/tsml.cara.rct: Targeted Sequential Minimum Loss CARA RCT Design and Inference
Description
Usage
Arguments
Details
Value
Author(s)
References
See Also
Description
A conditional expectation of Y given (A,W) to use in
getSample.
Usage
1
Qbar1(AW, rho = 1)
Arguments
AW
A data.frame of observations, whose columns contain the components
of W and the value of A.
rho
A non-negative numeric, with default value equal to one.
Details
This conditional expectation of Y given (A,W) where
W=(U,V) is
ρ * V + 2*U^2 + 2*U + 1
when A=1 and
ρ/(1+V) + 2*U^2 + 2*U + 1
when A=0.
Value
Returns a vector of conditional expectations given (A,W).
Author(s)
Antoine Chambaz [aut, cre]
References
Chambaz, van der Laan, Scand. J. Stat., 41(1):104–140
(2014).
See Also
Qbar2
achambaz/tsml.cara.rct documentation built on May 10, 2019, 5:10 a.m.
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Description Usage Arguments Details Value Author(s) References See Also
Description
A conditional expectation of Y given (A,W) to use in
getSample.
Usage
1 | Qbar1(AW, rho = 1)
|
Arguments
AW |
A |
rho |
A non-negative |
Details
This conditional expectation of Y given (A,W) where W=(U,V) is
ρ * V + 2*U^2 + 2*U + 1
when A=1 and
ρ/(1+V) + 2*U^2 + 2*U + 1
when A=0.
Value
Returns a vector of conditional expectations given (A,W).
Author(s)
Antoine Chambaz [aut, cre]
References
Chambaz, van der Laan, Scand. J. Stat., 41(1):104–140 (2014).
See Also
Qbar2
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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