create_P_matrix: Create the P matrix for an QP that solves min_x 0.5 * x'Px +...

In ebenmichael/balancer: Matrix constraints for covariate balance

Create the P matrix for an QP that solves min_x 0.5 * x'Px + q'x

Description

Create the P matrix for an QP that solves min_x 0.5 * x'Px + q'x

Usage

create_P_matrix(n, aux_dim)

Arguments

X	n x d matrix of covariates
Z	Vector of group indicators

Value

P matrix

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