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policytree (version 1.0)

gen_data_epl: Example data generating process from Efficient Policy Learning

Description

The DGP from section 5.2 in Athey and Wager (2017)

Usage

gen_data_epl(n, type = c("continuous", "jump"))

Arguments

n

Number of observations

type

tau is "continuous" (default - equation 54) or exhibits "jumps" (equation 55)

Value

A list

References

Athey, Susan, and Stefan Wager. "Efficient policy learning." arXiv preprint arXiv:1702.02896 (2017).