Description Usage Arguments Value
View source: R/approx.balance.R
Returns the minimizer of: (1 - zeta) ||gamma||^2 + zeta ||M'gamma - balance.target||_infty^2 (*)
1 2 3 | approx.balance(M, balance.target, zeta = 0.5,
allow.negative.weights = FALSE, optimizer = c("mosek", "pogs",
"pogs.dual", "quadprog"), bound.gamma = FALSE, verbose = FALSE)
|
M |
the feature matrix, see (*) |
balance.target |
the target solution, see (*) |
zeta |
tuning parameter, see (*) |
allow.negative.weights |
are the gammas allowed to be negative? |
optimizer |
Which optimizer to use? Mosek is a commercial solver, but free academic licenses are available. Needs to be installed separately. Pogs runs ADMM and may be useful for large problems, and must be installed separately. Quadprog is the default R solver. |
bound.gamma |
whether upper bound on gamma should be imposed |
verbose |
whether the optimizer should print progress information |
gamma, the minimizer of (*)
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