The method constructors (bw_entropy() and its siblings) return small
S7 objects that carry tuning parameters and never touch data. They share an
abstract hierarchy so that balance() can query a method's capabilities
uniformly. balance_method is the abstract root. The estimating-equation
family (entropy balancing, inverse probability tilting, the covariate
balancing propensity score) subclasses estimating_equation_method; the
quadratic-program family (energy, characteristic function distance, and
stable balancing weights) subclasses quadratic_program_method. None of the
abstract classes can be constructed directly.
Arguments
- convergence_tolerance
The solver convergence tolerance, or
NULLto leave it to the solver. The value resolved forNULLdiffers by family:1e-10on the gradient for the estimating-equation methods, and1e-8as both the absolute and the relative tolerance for the quadratic-program methods.- max_iterations
The maximum solver iterations, or
NULLto leave the cap to the solver. The value resolved forNULLis 1000 for the estimating-equation methods and 200000 for the quadratic-program methods.- weight_penalty
The L2 penalty on the weights.
- min_weight
The smallest permitted weight.
