create_P_matrix_treatment_kernel: 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_treatment_kernel(
  n,
  X0s,
  Xtaus,
  kernel0,
  kerneltau,
  pro_trt,
  pro_ctr,
  S_factor,
  gc
)

Arguments

n	Total number of units
X0s	List of J n x d0 matrices of covariates split by group
Xtaus	List of J n x dtau matrices of covariates split by group
kernel0	Kernel to use for average control potential outcome function
kerneltau	Kernel to use for average treatment effect function
pro_trt	Vector of treatment propensity multipliers
pro_ctr	Vector of control propensity multipliers
S_factor	Vector of site labels
gc	boolean indicating whether to garbage collect between operations

Value

P matrix

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