Calculates the adaptive procedure "closest" to the oracle one
1 2 | which_proc(Cgrid, gamma, C, Xt, Xc, mon_ind, sigma_t, sigma_c, lower,
alpha, procmat, ProcNames, Nsim_proc, rhofun = c("diff", "ratio"))
|
gamma |
length two vector of gammas ((γ_1, γ_2)') |
C |
length two vector of Cs ((C_1, C_2)') |
Xt |
n_t \times k design matrix for the treated units |
Xc |
n_c \times k design matrix for the control units |
mon_ind |
indice of the 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 |
lower |
|
alpha |
|
rhofun |
corresponds to ρ in our documentation |
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