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Covariance matrix Cov(X) != (Cov(X_t) + Cov(X_c))/2 #12

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xbarrenetxea opened this issue Nov 14, 2021 · 0 comments
Open

Covariance matrix Cov(X) != (Cov(X_t) + Cov(X_c))/2 #12

xbarrenetxea opened this issue Nov 14, 2021 · 0 comments

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@xbarrenetxea
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xbarrenetxea commented Nov 14, 2021 •
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I think the Covariance matrix is not correctly computed, as from what I understand should be taken, Cov(X), as we want to measure the 'maha' dist between T and C. Line 285 est_via_matching in causal.py -> 325 & 327
@xbarrenetxea xbarrenetxea changed the title Covariance matrix Cov(X) != Cov(X_t) + Cov(X_c) Covariance matrix Cov(X) != (Cov(X_t) + Cov(X_c))/2 Nov 14, 2021
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