README.md

In lakerwsl/WUNT: Covariate balancing by uniform transformer

WUNT

This package implements the new weighting framework by uniform transformer (WUNT), proposed by Yu and Wang (2020).

To install this package in R, run the following commands:

library(devtools) 
install_github("lakerwsl/WUNT")

Example usage:

library(WUNT)

x1=rnorm(1000)
x2=rnorm(1000, mean=0.5)
x=cbind(x1,x2)
ix=sample(1:1000,300)
z=numeric(1000)
z[ix]=1
y=x1*x2
res1=wunt(x,z,y,type='constant',marginal=FALSE,method='Kernel')
res1$est
res2=wunt(x,z,y,type='constant',marginal=FALSE,method='Projection')
res2$est

References

Ruoqi Yu and Shulei Wang. Covariate Balancing by Uniform Transformer. 2020. [arxiv]

lakerwsl/WUNT documentation built on Sept. 13, 2020, 12:15 a.m.