Small helpers for checking rectangle coverage, certificate validity, boundary assignment, and realized variance gains in simulation or validation code.
Usage
coverage_indicator(rectangle, truth)
certificate_valid(pi, U, truth, tol = 1e-10)
boundary_indicator(pi, tol = 0)
boundary_rate(pi, tol = 0)
saving_vs_balance(pi, v1, v0)
share_of_oracle_gain(pi, v1, v0, tol = 1e-12)Arguments
- rectangle
Two-arm variance rectangle, either a numeric vector with names
v_l1,v_u1,v_l0,v_u0or a rectangle object returned by a two-arm rectangle constructor.- truth
Named true variances, with entries
v1andv0.- pi
Treatment assignment share.
- U
CMR certificate to check against realized regret.
- tol
Nonnegative numerical tolerance.
- v1
Treatment-arm variance.
- v0
Control-arm variance.
Value
coverage_indicator(), certificate_valid(), and boundary_indicator()
return logical values. boundary_rate(), saving_vs_balance(), and
share_of_oracle_gain() return numeric values.
Examples
rect <- c(v_l1 = 0.02, v_u1 = 0.12, v_l0 = 0.01, v_u0 = 0.08)
truth <- c(v1 = 0.09, v0 = 0.04)
fit <- cmr_two_arm_from_rectangle(rect)
coverage_indicator(rect, truth)
#> [1] TRUE
certificate_valid(fit$pi, fit$U_CMR, truth)
#> [1] TRUE
saving_vs_balance(fit$pi, truth["v1"], truth["v0"])
#> [1] 0.03230763