import ivfunctions
from mcpy import metrics
from mcpy import plotting
from mliv.dgps import fn_dict
from raw_plots import raw_metric, plot_raw

CONFIG = {
    "target_dir": "many_z_many_t",
    "reload_results": False,
    "dgps": {
        "dgp1": ivfunctions.gen_data
    },
    "dgp_opts": {
        'dgp_num': 5,
        'fn': list(iter(fn_dict.values())),
        'n_samples': [2000, 5000],
        'n_instruments': [2, 5, 10],
        'iv_strength': [.6, .8],
        'n_test': 1000,
        'gridtest': [1, 0]
    },
    "methods": {
        "NystromRKHS": ivfunctions.nystromrkhsfit,
        "2SLS": ivfunctions.tsls,
        "Reg2SLS": ivfunctions.regtsls,
        "SpLinL1": ivfunctions.l1sparselinear,
        "StSpLinL1": ivfunctions.stochasticl1sparselinear,
        "SpLinL2": ivfunctions.l2sparselinear,
        "RFIV": ivfunctions.ensembleiv,
        "RFStarIV": ivfunctions.ensemblestariv
Ejemplo n.º 2
0
import ivfunctions
from mcpy import metrics
from mcpy import plotting
from mliv.dgps import fn_dict
from raw_plots import raw_metric, plot_raw
import papertables

CONFIG = {
    "target_dir": "many_z_one_t",
    "reload_results": True,
    "dgps": {
        "dgp1": ivfunctions.gen_data
    },
    "dgp_opts": {
        'dgp_num': 2,
        'fn': list(iter(fn_dict.values())),
        'n_samples': 2000,
        'n_instruments': 10,
        'iv_strength': .6,
        'n_test': 1000,
        'gridtest': 0
    },
    "methods": {
        "NystromRKHS": ivfunctions.nystromrkhsfit,
        "2SLS": ivfunctions.tsls,
        "Reg2SLS": ivfunctions.regtsls,
        "SpLinL1": ivfunctions.l1sparselinear,
        "StSpLinL1": ivfunctions.stochasticl1sparselinear,
        "SpLinL2": ivfunctions.l2sparselinear,
        "RFIV": ivfunctions.ensembleiv,
        "RFStarIV": ivfunctions.ensemblestariv