calculate_continuous_X_statistics function

Estimate/variance of policy evaluation via contextual weighting.

Computes the estimate and variance of a policy evaluation based on adaptive weights, AIPW scores, and a policy matrix.

calculate_continuous_X_statistics(h, gammahat, policy)

Arguments

• h: Numeric matrix. Adaptive weights $h_t(X_s)$, shape [A, A]. Must be a square matrix and must not contain NA values.
• gammahat: Numeric matrix. AIPW scores, shape [A, K]. Must not contain NA values.
• policy: Numeric matrix. Policy matrix $\pi(X_t, w)$, shape [A, K]. Must have the same shape as gammahat and must not contain NA values.

Returns

Named numeric vector with elements estimate and var, representing the estimated policy value and the variance of the estimate, respectively.

Examples

h <- matrix(c(0.4, 0.3, 0.2, 0.1,
              0.2, 0.3, 0.3, 0.2,
              0.5, 0.3, 0.2, 0.1,
              0.1, 0.2, 0.1, 0.6), ncol = 4, byrow = TRUE)
scores <- matrix(c(0.5, 0.8, 0.6, 0.3,
                   0.9, 0.2, 0.5, 0.7,
                   0.4, 0.8, 0.2, 0.6), ncol = 3, byrow = TRUE)
policy <- matrix(c(0.2, 0.3, 0.5,
                   0.6, 0.1, 0.3,
                   0.4, 0.5, 0.1,
                   0.2, 0.7, 0.1), ncol = 3, byrow = TRUE)
gammahat <- scores - policy
calculate_continuous_X_statistics(h = h, gammahat = gammahat, policy = policy)