mlr.generate.Z.o {MatchLinReg}

Generating omitted covariates from included covariates

Description

Utility function for generating interaction terms and step functions from a set of base covariates, to be used as candidate omitted covariates.

Usage

mlr.generate.Z.o(X, interaction.order = 3, step.funcs = TRUE
  , step.thresh = 20, step.ncuts = 3)

Arguments

X

Matrix of base covariates.

interaction.order

Order of interactions to generate. It must be at least 2.

step.funcs

Boolean flag, indicating whether (binary) step functions must be generated from continuous variables.

step.thresh

Minimum number of distinct values in a numeric vector to generate step functions from.

step.ncuts

How many cuts to apply for generating step functions.

Value

TBD

Author(s)

Alireza S. Mahani, Mansour T.A. Sharabiani

References

Link to a draft paper, documenting the supporting mathematical framework, will be provided in the next release.