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

◆ ACE()

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
yResponse variable
aExposure variable
x2Design matrix for outcome regression. Note must be calculated for fixed A=a (to derive distribution of potential outcome Y^*(a))
x3Design matrix for propensity model
parameterParameters from outcome regression and propensity model
weightsWeight vector
binaryIf TRUE outcome regression is assumed to be a logistic regression model.
Returns
ACE

Definition at line 357 of file target.cpp.

Member Function Documentation

◆ deriv()

arma::mat target::ACE::deriv ( const cx_dbl &  value = 1)

deriv Calculate derivative of estimating function for AIPW estimator

Complex step derivative.

Parameters
valueMatrix with partial derivatives of estimating function
Returns
arma::mat

Definition at line 423 of file target.cpp.


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