fit_entropy_formatted: Fit l2 entropy regularized synthetic controls by solving the...

In ebenmichael/ents: Maximum Entropy Synthetic Controls

Description

Fit l2 entropy regularized synthetic controls by solving the dual problem

Usage

fit_entropy_formatted(data_out, eps, lasso = FALSE, max_iters = 1000,
  tol = 1e-08, init_theta = NULL)

Arguments

data_out	formatted data from format_entropy
eps	List of bounds on synthetic control differences for each outcome, if only one outcome type then a scalar
lasso	Whether to do lasso (every covariate is separate)
max_iters	Maximum number of iterations
tol	Convergence tolerance
init_theta	Initial dual parameter to start at (for warm starts), default NULL

Value

synthetic control weights

ebenmichael/ents documentation built on May 31, 2019, 8:45 p.m.