Example data generating process from Policy Learning With Observational Data

Source: R/data.R

The DGP from section 5.2 in Athey and Wager (2021)

gen_data_epl(n, type = c("continuous", "jump"))

Arguments

n

Number of observations
type

tau is "continuous" (default - equation 46) or exhibits "jumps" (equation 47)

Value

A list

References

Athey, Susan, and Stefan Wager. "Policy Learning With Observational Data." Econometrica 89.1 (2021): 133-161.