/e: ....................................
Inspecting the source-code I've found the control_matches parameter for the inference() function. This resolves my issue. However, this is not documented anywhere. Hence, I've spent way too much time resolving this :/
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I've been trying to add more than 5 controls using MarketMatching. Setting matches = 8 in best_matches() correctly returns 8 controls for each test . However, the inference() function seems to be always only using 5 controls at most. I have also experienced this behavior with other data-sets, which have hundreds of potential controls. Also, I made sure that this is not an issue of the underlying CausalImpact package or other required / implicitly loaded modules (BoomSpikeSlab, bsts). The following code reproduces the issue. Notice, that adjusting matches to a value below 5 has the proper effect:
/e: .................................... Inspecting the source-code I've found the
control_matches
parameter for the inference() function. This resolves my issue. However, this is not documented anywhere. Hence, I've spent way too much time resolving this :/..........................................
I've been trying to add more than 5 controls using MarketMatching. Setting
matches = 8
in best_matches() correctly returns 8 controls for each test . However, the inference() function seems to be always only using 5 controls at most. I have also experienced this behavior with other data-sets, which have hundreds of potential controls. Also, I made sure that this is not an issue of the underlying CausalImpact package or other required / implicitly loaded modules (BoomSpikeSlab, bsts). The following code reproduces the issue. Notice, that adjustingmatches
to a value below 5 has the proper effect: