causalis.scenarios.synthetic_control.model.AugmentedSyntheticControlAugmentedSyntheticControl
Ridge-augmented synthetic control with simplex anchor and aggregate-first inference.
Notes
Average ATT t-test inference is the default post-treatment inference layer. Pointwise conformal intervals/p-values are optional and can be enabled for dynamic path uncertainty quantification.
Initialization
Initialize ASCM hyperparameters.
Parameters
- lambda_augfloat, default=1.0
Ridge regularization for augmented weights.
- lambda_scfloat, default=1e-6
Numerical regularization for simplex SCM weights.
- max_iterint, default=2000
Maximum iterations for constrained optimization routines.
- tolfloat, default=1e-9
Optimization tolerance.
- enforce_sum_to_one_augmentedbool, default=True
Enforce sum-to-one constraint on augmented weights.
- alphafloat, default=0.05
Default significance level used by
estimate()inference.- conformal_grid_sizeint, default=401
Default number of grid points used in pointwise conformal inversion.
- conformal_grid_minfloat or None, default=None
Optional default fixed lower bound for conformal grid.
- conformal_grid_maxfloat or None, default=None
Optional default fixed upper bound for conformal grid.
- conformal_grid_scale_multfloat, default=6.0
Default scale multiplier for automatic conformal grid width.
- average_att_n_foldsint, default=3
Default requested number of folds for average ATT t-test inference.
- compute_average_att_ttestbool, default=True
Default toggle for average ATT t-test inference in
estimate().- compute_pointwise_conformalbool, default=False
Default toggle for pointwise conformal CIs/p-values in
estimate().
Raises
If any hyperparameter is invalid.
Canonical target
causalis.scenarios.synthetic_control.model.AugmentedSyntheticControl
Sections