target::ACE Class Reference

Inheritance diagram for target::ACE:

Collaboration diagram for target::ACE:

Public Member Functions
	ACE (const arma::cx_vec &y, const arma::cx_mat &a, const arma::cx_mat &x2, const arma::cx_mat &x3, const arma::cx_vec &parameter, const arma::cx_vec &weights, bool binary=true)
	ACE AIPW for Average Causal Effects. More...
	ACE (const arma::vec &y, const arma::vec &a, const arma::mat &x2, const arma::mat &x3, const arma::vec &parameter, const arma::vec &weights, bool binary=true)
void	calculate (bool target=true, bool nuisance=true, bool propensity=true) override
void	update_par (arma::cx_vec par)
void	update_par (arma::vec par)
arma::cx_mat	est (arma::cx_vec par, bool indiv=false, const cx_dbl &value=1)
arma::cx_mat	est (bool indiv=false, const cx_dbl &value=1)
arma::mat	deriv (const cx_dbl &value=1)
	deriv Calculate derivative of estimating function for AIPW estimator More...
Public Member Functions inherited from target::Target< cx_dbl >
	Target ()
	Constructor.
	Target (const arma::Col< cx_dbl > &y, const arma::Mat< cx_dbl > &a, const arma::Mat< cx_dbl > &x1, const arma::Mat< cx_dbl > &x2, const arma::Mat< cx_dbl > &x3, const arma::Col< cx_dbl > &parameter, const arma::Col< cx_dbl > &weights)
	Target class constructur. More...
	Target (const arma::Col< cx_dbl > &y, const arma::Mat< cx_dbl > &a, const arma::Mat< cx_dbl > &x1, const arma::Mat< cx_dbl > &x2, const arma::Col< cx_dbl > &parameter, const arma::Col< cx_dbl > &weights)
	Target (const arma::Col< cx_dbl > &y, const arma::Mat< cx_dbl > &a, const arma::Mat< cx_dbl > &x1, const arma::Mat< cx_dbl > &x2, const arma::Mat< cx_dbl > &x3, const arma::Col< cx_dbl > &parameter)
	Target (const arma::Col< cx_dbl > &y, const arma::Mat< cx_dbl > &a, const arma::Mat< cx_dbl > &x1, const arma::Mat< cx_dbl > &x2, const arma::Col< cx_dbl > &parameter)
void	weights (const arma::Col< cx_dbl > &weights)
arma::Col< cx_dbl >	weights ()
arma::Col< cx_dbl >	A ()
arma::Col< cx_dbl >	Y ()
arma::Mat< cx_dbl >	X1 ()
arma::Mat< cx_dbl >	X2 ()
arma::Mat< cx_dbl >	X3 ()
void	update_data (const arma::Col< cx_dbl > &y, const arma::Mat< cx_dbl > &a, const arma::Mat< cx_dbl > &x1, const arma::Mat< cx_dbl > &x2, const arma::Mat< cx_dbl > &x3)
void	update_par (const arma::Col< cx_dbl > &parameter)
	update_par - More...

Protected Attributes
bool	binary
Protected Attributes inherited from target::Target< cx_dbl >
arma::Col< cx_dbl >	nuisance
arma::Col< cx_dbl >	target
arma::Col< cx_dbl >	propensity
arma::Col< cx_dbl >	_response
arma::Mat< cx_dbl >	_exposure
arma::Mat< cx_dbl >	_x1
arma::Mat< cx_dbl >	_x2
arma::Mat< cx_dbl >	_x3
arma::Col< cx_dbl >	_weights

Additional Inherited Members
Public Attributes inherited from target::Target< cx_dbl >
arma::Col< cx_dbl >	alpha
arma::Col< cx_dbl >	beta
arma::Col< cx_dbl >	gamma

Detailed Description

Definition at line 152 of file target.hpp.

Constructor & Destructor Documentation

target::ACE::ACE	(	const arma::cx_vec &	y,
		const arma::cx_mat &	a,
		const arma::cx_mat &	x2,
		const arma::cx_mat &	x3,
		const arma::cx_vec &	parameter,
		const arma::cx_vec &	weights,
		bool	bin = true
	)

ACE AIPW for Average Causal Effects.

Assume we have iid observations \((Y_i,A_i,X_i)\)

Parameters

y	Response variable
a	Exposure variable
x2	Design matrix for outcome regression. Note must be calculated for fixed A=a (to derive distribution of potential outcome Y^*(a))
x3	Design matrix for propensity model
parameter	Parameters from outcome regression and propensity model
weights	Weight vector
binary	If TRUE outcome regression is assumed to be a logistic regression model.

Returns

ACE

Definition at line 357 of file target.cpp.

Member Function Documentation

arma::mat target::ACE::deriv

(

const cx_dbl &

value = 1

)

deriv Calculate derivative of estimating function for AIPW estimator

Complex step derivative.

Parameters

value

Matrix with partial derivatives of estimating function

Returns

arma::mat

Definition at line 423 of file target.cpp.

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The documentation for this class was generated from the following files:

• target.hpp
• target.cpp