running.simulation: Running Simulation

In fadedsoul/cdml: CDML

Description

Running Simulation

Usage

running.simulation(model = "CTE", simu = 40, samples = c(100, 200, 500),
  g.method = c("nnet", "rf", "MARS"), gps.method = c("series",
  "boosting&normal", "linear&boxcox"), trimming = c(-4, 4), cov = c(2, 5,
  10), method = c("SR", "HI", "CDML"), fold = c(1, 2, 3, 5),
  responseCurve = "polynom", file = "r_scratch/cte100and200and500.Rdata",
  sd = 8)

Arguments

model	model varies from "IV", "CTE"
simu	number of simulations one would run, default = 100.
samples	number of samples
g.method	a vector of method for regression estimation
gps.method	a vector of method for generalized propensity score estimation
trimming	trimming of treatment vector, default = c(-4, 4)
cov	a vector of dimensions of covariates
method	a vector of estimation methods we choose from double machine learning method ("CDML") and simple regression method ("SR"), Hirano & Imbens method ("HI")
fold	number of folds for sample splitting
responseCurve	choose from "linear", "polynom", "polynom2", "polynom3", "mixture".
file	file that we save our return into
sd	t = ∑ x_i + ε, the standard error of ε, choose from 1, 2, 3, 5, 8, 10, 15

Value

no returns

Examples

running.simulation(
########### enter all parameters needed for running simulations ##########
model <- "CTE",
simu <-8,
samples <- c(200),
g.method <- c("lasso"),
gps.method <-
  c(#"series",
   "rf&normal" ,
   "linear&boxcox"),
trimming <- c(-4, 4),
cov <- c(5),
method <- c("SR", "CDML"),
fold <- c(1, 2, 3),
responseCurve <- "polynom3",
file <- "demo.Rdata", # the file saves data
sd =8)

fadedsoul/cdml documentation built on May 14, 2019, 8:01 a.m.