diff_diff.DeltaSDRM#

class diff_diff.DeltaSDRM[source]#

Bases: object

Combined smoothness and relative magnitudes restriction.

Imposes both:

  1. Smoothness: \(|\delta_{t+1} - 2\delta_t + \delta_{t-1}| \le M\)

  2. Relative magnitudes: \(|\delta_{t+1} - \delta_t| \le \overline{M} \cdot \max_{s<0} |\delta_{s+1} - \delta_s|\)

This is more restrictive than either constraint alone.

Parameters:

  • M (float) – Maximum allowed second difference (smoothness).

  • Mbar (float) – Scaling factor for maximum pre-period first difference (relative magnitudes).

Examples

>>> delta = DeltaSDRM(M=0.5, Mbar=1.0)

Methods

__init__([M, Mbar])

Attributes

M

Mbar

__init__(M=0.0, Mbar=1.0)#
Parameters:
Return type:

None

classmethod __new__(*args, **kwargs)#