en_sc_solve: Solve for Imbens-Doudchenko elastic net synthetic control...

In apoorvalal/CVXSynth: Classic and Elastic-Net Synthetic Control in CVXR

Solve for Imbens-Doudchenko elastic net synthetic control weights in CVXR

Description

Solve for Imbens-Doudchenko elastic net synthetic control weights in CVXR

Usage

en_sc_solve(y_t, y_c, lambdas = NULL, alpha = 0.5, t = 10, solv = "MOSEK")

Arguments

y_t	t_0 X 1 matrix of pre-treatment outcomes for treatment units
y_c	t_0 X n_0 matrix of pre-treatment outcomes for donor units
lambdas	vector of penalty values
alpha	scalar mixing value between L1 and L2 regularisation
t	number of lambdas to try (when range not manually specified)
solv	what solver to use. default is mosek

Value

vector of weights

apoorvalal/CVXSynth documentation built on May 16, 2023, 11:03 p.m.