get_opt_gamma {CopSens}

Obtain Optimized Sensitivity Parameters Using Multivariate Calibration Criterion

Description

Obtain Optimized Sensitivity Parameters Using Multivariate Calibration Criterion

Usage

get_opt_gamma(
  mu_y_dt,
  mu_u_dt,
  cov_u_t,
  sigma_y_t,
  R2_constr = 1,
  normtype = "L2",
  ...
)

Arguments

mu_y_dt

Scalar or vector that contains naive estimates of treatment effects ignoring confounding.

mu_u_dt

Matrix of difference in conditional confounder means, E(U \mid t1) - E(U \mid t2), with latent variables in columns.

cov_u_t

Covariance matrix of confounders conditional on treatments.

sigma_y_t

Scalar of the standard deviation of outcome conditional on treatments.

R2_constr

an optional scalar or vector specifying the upper limit constraint on R^2 . By default, R2_constr = 1.

normtype

character. Optional function m for the multivariate calibration criterion. By default, the L2 norm will be applied.
"L1" - apply the L1 norm, sum(abs(x)).
"L2" - apply the L2 norm, sqrt(sum(x^2)).
"Inf" - apply the infinity norm, max(abs(x)).

...

further arguments passed to solve

Value

Optimized sensitivity parameters.