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
type
tau is "continuous" (default - equation 54) or exhibits "jumps" (equation 55)
References
Athey, Susan, and Stefan Wager. "Efficient policy learning." arXiv preprint arXiv:1702.02896 (2017).