stochastic_int: Balance towards a stochastic intervention

In ebenmichael/balancer: Matrix constraints for covariate balance

Balance towards a stochastic intervention

Description

Balance towards a stochastic intervention

Usage

stochastic_int(
  X,
  trt,
  stoch_int,
  Z = NULL,
  lambda = 0,
  lowlim = 0,
  uplim = Inf,
  exact_global = FALSE,
  verbose = TRUE,
  eps_abs = 1e-05,
  eps_rel = 1e-05,
  ...
)

Arguments

X	n x d matrix of covariates
trt	Vector of K-level treatment assignments
stoch_int	n x K matrix of treatment probabilities under stochastic intervention
Z	Vector of group indicators with J levels
lambda	Regularization hyper parameter, default 0
lowlim	Lower limit on weights, default 0
uplim	Upper limit on weights, default 1
exact_global	Whether to enforce exact balance for overall population
verbose	Whether to show messages, default T
eps_abs	Absolute error tolerance for solver
eps_rel	Relative error tolerance for solver
...	Extra arguments for osqp solver

Value

• weights Estimated weights as a length n vector

• imbalance Imbalance in covariates as a d X J matrix

• global_imbalanceOverall imbalance in covariates, as a length d vector

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