Solves the inner-loop QP for SCM: given a fixed diagonal metric matrix V,
finds donor weights W on the simplex minimising the V-weighted covariate loss.
Usage
scm_inner_weights_cpp(X0, X1, V_diag)
Arguments
- X0
Covariate matrix for control units (k x N_co)
- X1
Covariate vector for the treated unit (k x 1)
- V_diag
Diagonal of the metric matrix V (k x 1, non-negative, need not sum to 1)
Value
Donor weight vector W (N_co x 1) on the unit simplex
