SCUL: Run SCUL procedure on target data

In hollina/scul: Synthetic Control Using Lasso (SCUL)

Run SCUL procedure on target data

Description

Calculate a synthetic time series using a penalized regression and a donor pool.

Usage

SCUL(
  PostPeriodLength = nrow(SCUL.input$y) - SCUL.input$TreatmentBeginsAt + 1,
  PrePeriodLength = SCUL.input$TreatmentBeginsAt - 1,
  NumberInitialTimePeriods = SCUL.input$NumberInitialTimePeriods,
  OutputFilePath = SCUL.input$OutputFilePath,
  x.DonorPool.PreTreatment = SCUL.input$x.DonorPool.PreTreatment,
  y.PreTreatment = SCUL.input$y.PreTreatment,
  x.DonorPool = SCUL.input$x.DonorPool,
  time = SCUL.input$time,
  y.actual = SCUL.input$y,
  TreatmentBeginsAt = SCUL.input$TreatmentBeginsAt,
  TrainingPostPeriodLength = SCUL.input$TrainingPostPeriodLength,
  cvOption = "lambda.median",
  plotCV = FALSE
)

Arguments

PostPeriodLength	An integer that indicates the length of the post-treatment period. Defailt is calculated using SCUL.input data.
PrePeriodLength	An integer that indicates the length of the pre-treatment period. Defailt is calculated using SCUL.input data.
NumberInitialTimePeriods	An integer that indicates the number of time periods desired in the training data for the first cross-validation run. Default is the stated amount in SCUL.input data.
OutputFilePath	A file path to store output. Default is taken from SCUL.input$OutputFilePath
x.DonorPool.PreTreatment	A data frame with the pre-treament values of the donor pool. Default is to extract this from SCUL.input$x.DonorPool.PreTreatment
y.PreTreatment	A data frame with the pre-treament values of the target variable Default is to extract this from SCUL.input$y.PreTreatment
x.DonorPool	A data frame with the all values of the donor pool. Default is to extract this from SCUL.input$x.DonorPool
time	A data frame that is a column vector (Tx1) sorted by time. Default is taken from SCUL.input$time
y.actual	A data frame that is a column vector (Tx1) sorted by time Default is taken from SCUL.input$y
TreatmentBeginsAt	An integer indicating which row begins treatment. Default is to begin this at SCUL.input$TreatmentBeginsAt.
TrainingPostPeriodLength	The number of timer periods post-treatment for training data. Defaults to all time since treatment begins.
cvOption	Do you want to use the median CV lambda (cvOption = lambda.median), one that produces the minimum MSE (cvOption = lambda.min), or the largest lambda that produces a MSE within one standard error of the minimum MSE (cvOption = lambda.1se). Default is lambda.median.
plotCV	Create a plot of the cross-validated mean squared error against -log(lambda) of the penalty parameter. Default is to not plot CV curve (plotCV == FALSE).

Value

OutputDataSCUL A list with the synthetic series, weights used to construct the series, and measures of fit.

hollina/scul documentation built on Oct. 15, 2023, 5:43 p.m.