README.md

In ebenmichael/balancer: Matrix constraints for covariate balance

balancer

Overview

This package implements various forms of balancing weights which solve the general dual problem:

min f^*(X %*% theta) - X_t + h^*(theta)

This optimization problem is solved with accelerated proximal gradient descent.

Installation

To install this package, first ensure that devtools is installed with

install.packages("devtools")

then install the package from GitHub with

devtools::install_github("ebenmichael/balancer")

ebenmichael/balancer documentation built on Jan. 17, 2024, 2:56 p.m.