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Entropy balancing by solving dual

eb_solve_dual.Rd

Entropy balancing by solving dual

Usage

eb_solve_dual(
  X1m,
  X0,
  coefs = NULL,
  base.weight = NULL,
  maxIterations = 200L,
  constraint.tolerance = 1,
  printLevel = 0
)

Arguments

X1m

K-vector of target means

X0

NxK matrix of covariates

coefs

starting coefs for solution

base.weight

= [NULL] n-vector of baseline weights

maxIterations

[200] stopping rule

constraint.tolerance

[1] value for constraint threshold

printLevel

[0, 1, 2, 3] 0 is silent, 1 reports success, 2 and 3 are noisy (for debugging)

sparsify

[T/F] (in progress) run Newton-Raphson with sparse matrix classes from Matrix package