z_correlated_normal

Generate n copies of \(Z ~ N_{p}(0,\Sigma)\), where \(\Sigma_{jj} = 1\), \(\Sigma_{jk} = \text{corr}\) for all j not equal to k.

Doubly robust average partial effect estimation. This implementation contains methods for adding additional smoothness to plug-in regression procedures and for estimating score functions using smoothing splines. Details of the method can be found in Harvey Klyne and Rajen D. Shah (2023) <doi:10.48550/arXiv.2308.09207>.

Harvey Klyne

drape

Doubly Robust Average Partial Effects

z_correlated_normal function

<dl><dt>n</dt>
<dd>integer number of samples.</dd>
<dt>p</dt>
<dd>integer number of dimensions.</dd>
<dt>corr</dt>
<dd>float correlation in (-1,1).</dd></dl>

Arguments

Generate n copies of \(Z ~ N_{p}(0,\Sigma)\), where \(\Sigma_{jj} = 1\), \(\Sigma_{jk} = \text{corr}\) for all j not equal to k. — z_correlated_normal

<dl>

<dt>n</dt>
<dd>integer number of samples.</dd>


<dt>p</dt>
<dd>integer number of dimensions.</dd>


<dt>corr</dt>
<dd>float correlation in (-1,1).</dd>

</dl>

z_correlated_normal: Generate n copies of \(Z ~ N_{p}(0,\Sigma)\), where \(\Sigma_{jj} = 1\), \(\Sigma_{jk} = \text{corr}\) for all j not equal to k.

Description

Usage

Value

Arguments