pick_lambda: Choose regularisation parameter that minimises...
In apoorvalal/CVXSynth: Classic and Elastic-Net Synthetic Control in CVXR
pick_lambda R Documentation
Choose regularisation parameter that minimises pseudo-treatment prediction error for
Doudchenko Imbens (2016) estimator
Description
Choose regularisation parameter that minimises pseudo-treatment prediction error for
Doudchenko Imbens (2016) estimator
Usage
pick_lambda(j, Y, lambdas, T0)
Arguments
j
index of pseudo-treatment unit
Y
matrix of control outcomes (wide, where each column is a series)
lambdas
sequence of lambda parameters
T0
number of pre-treatment periods
Value
value of lambda that minimises prediction error for pseudo-treatment
apoorvalal/CVXSynth documentation built on May 16, 2023, 11:03 p.m.
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| pick_lambda | R Documentation |
Choose regularisation parameter that minimises pseudo-treatment prediction error for Doudchenko Imbens (2016) estimator
Description
Choose regularisation parameter that minimises pseudo-treatment prediction error for Doudchenko Imbens (2016) estimator
Usage
pick_lambda(j, Y, lambdas, T0)
Arguments
j |
index of pseudo-treatment unit |
Y |
matrix of control outcomes (wide, where each column is a series) |
lambdas |
sequence of lambda parameters |
T0 |
number of pre-treatment periods |
Value
value of lambda that minimises prediction error for pseudo-treatment
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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