l_orc: Oracle Excess Length

In koohyun-kwon/rdadapt:

Oracle Excess Length

Description

Calculates the expression for \ell(C';C) in Proposition 4.4 of the paper (Ver20201104).

Usage

l_orc(Cpr, C, Xt, Xc, mon_ind, sigma_t, sigma_c, alpha)

Arguments

Cpr	the Lipschitz coefficient where the distance is evaluated at.
C	the Lipschitz coefficient for the function space we consider.
Xt	n_t by k design matrix for the treated units.
Xc	n_c by k design matrix for the control units.
mon_ind	index number for monotone variables.
sigma_t	standard deviation of the error term for the treated units (either length 1 or n_t).
sigma_c	standard deviation of the error term for the control units (either length 1 or n_c).
alpha	desired upper quantile value.

Examples

n <- 500
d <- 2
X <- matrix(rnorm(n * d), nrow = n, ncol = d)
tind <- X[, 1] < 0 & X[, 2] < 0
Xt <- X[tind == 1, ,drop = FALSE]
Xc <- X[tind == 0, ,drop = FALSE]
mon_ind <- c(1, 2)
sigma <- rnorm(n)^2 + 1
sigma_t <- sigma[tind == 1]
sigma_c <- sigma[tind == 0]
l_orc(1/4, 2, Xt, Xc, mon_ind, sigma_t, sigma_c, 0.05)

koohyun-kwon/rdadapt documentation built on May 8, 2022, 8:49 p.m.