DSC_weights: Weights in the DSC Method

In hesyserena/DSC: DSC - Distributional Synthetic Controls

Description

Function for obtaining the weights in the DSC method at a specific time period.

Usage

DSC_weights(controls, target, M = 500, choose_solver = "SCS")

Arguments

controls	a list or matrix: in list form, each list element contains a vector of observations for the given control unit; in matrix form, each column corresponds to one unit and each row is one observation.
target	a vector of observations.
M	an integer specifying the number of draws from the uniform distribution for approximating the integral.
choose_solver	a solver for the optimization problem; see installed_solvers in CVXR for more options.

Value

DSC_weights returns a list containing the following components:

weights	a matrix of the optimal weights.
distance	a float of the squared Wasserstein distance between the target and the corresponding barycenter.

Examples

#simulated data from Gaussian mixture
#ex_gmm() calls the simulated data
#detail can be found by ??ex_gmm
DSC_weights(ex_gmm()$control,ex_gmm()$target, M=100)

hesyserena/DSC documentation built on Dec. 20, 2021, 3:49 p.m.