simulation: Simulation Body Part

Description Usage Arguments Value

View source: R/SimulationBodyPart.R

Description

Simulation Body Part

Usage

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simulation(kfold, data = data, trimLowerBound.pi = 1e-05,
  trimLowerBound.pibar = 1e-05, trimUpperBound.pi = 10,
  trimUpperBound.pibar = 10, method = "CDML", g.method = "rf",
  gps.method = "series", trimLowerBound.t = -10, trimUpperBound.t = 10,
  model, variation = "whole", verbose = TRUE, detoured = FALSE)

Arguments

kfold

number of folds for sample splitting

data

data

trimLowerBound.pi

trimming lower bound of pi estimation

trimLowerBound.pibar

trimming lower bound of pibar estimation

trimUpperBound.pi

trimming upper bound of pi estimation

trimUpperBound.pibar

trimming upper bound of pibar estimation

method

estimation method we choose from double machine learning method ("CDML") and simple regression method ("SR"), Hirano & Imbens method ("HI")

g.method

method for regression estimation

gps.method

method for generalized propensity score estimation

trimLowerBound.t

trimming lower bound of treatment vector

trimUpperBound.t

trimming upper bound of treatment vector

model

model varies from "IV", "CTE"

variation

choose from "whole","train.data". Estimate the probability measure by empirical measure of covariates. "whole" uses every data sample, "train.data" only trainning data for estimating empirical measure. As default, we select "whole"

verbose

print in console step by step

detoured

if FALSE method will be done normally; otherwise a special simulation will be examined, where CDML is chosen method, CTE is chosen model, gps.method "series" is not allowed.

Value

a list of estimated value "yhat" evaluated at "t.grid", with "record" to record details of this simulation


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