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}| <= M 2. Relative magnitudes: |delta_post| <= Mbar * max(|delta_pre|)

This is more restrictive than either constraint alone.

Parameters:

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

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

Examples

>>> delta = DeltaSDRM(M=0.5, Mbar=1.0)
__init__(M=0.0, Mbar=1.0)
Parameters:
Return type:

None

Methods

__init__([M, Mbar])

Attributes

M

Mbar

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

None