diff-diff 2.3.0__tar.gz → 2.3.1__tar.gz

{diff_diff-2.3.0 → diff_diff-2.3.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: diff-diff
-Version: 2.3.0
+Version: 2.3.1
 Classifier: Development Status :: 5 - Production/Stable
 Classifier: Intended Audience :: Science/Research
 Classifier: Operating System :: OS Independent
@@ -1200,11 +1200,12 @@ Use Synthetic DiD instead of standard DiD when:
 
 ```python
 SyntheticDiD(
-    lambda_reg=0.0,     # Regularization toward uniform weights (0 = no reg)
-    zeta=1.0,           # Time weight regularization (higher = more uniform)
-    alpha=0.05,         # Significance level
-    n_bootstrap=200,    # Bootstrap iterations for SE (0 = placebo-based)
-    seed=None           # Random seed for reproducibility
+    zeta_omega=None,        # Unit weight regularization (None = auto-computed from data)
+    zeta_lambda=None,       # Time weight regularization (None = auto-computed from data)
+    alpha=0.05,             # Significance level
+    variance_method="placebo",  # "placebo" (default, matches R) or "bootstrap"
+    n_bootstrap=200,        # Replications for SE estimation
+    seed=None               # Random seed for reproducibility
 )
 ```
 
@@ -1909,11 +1910,12 @@ MultiPeriodDiD(
 
 ```python
 SyntheticDiD(
-    lambda_reg=0.0,     # L2 regularization for unit weights
-    zeta=1.0,           # Regularization for time weights
-    alpha=0.05,         # Significance level for CIs
-    n_bootstrap=200,    # Bootstrap iterations for SE
-    seed=None           # Random seed for reproducibility
+    zeta_omega=None,        # Unit weight regularization (None = auto from data)
+    zeta_lambda=None,       # Time weight regularization (None = auto from data)
+    alpha=0.05,             # Significance level for CIs
+    variance_method="placebo",  # "placebo" (R default) or "bootstrap"
+    n_bootstrap=200,        # Replications for SE estimation
+    seed=None               # Random seed for reproducibility
 )
 ```
 

{diff_diff-2.3.0 → diff_diff-2.3.1}/README.md

@@ -1163,11 +1163,12 @@ Use Synthetic DiD instead of standard DiD when:
 
 ```python
 SyntheticDiD(
-    lambda_reg=0.0,     # Regularization toward uniform weights (0 = no reg)
-    zeta=1.0,           # Time weight regularization (higher = more uniform)
-    alpha=0.05,         # Significance level
-    n_bootstrap=200,    # Bootstrap iterations for SE (0 = placebo-based)
-    seed=None           # Random seed for reproducibility
+    zeta_omega=None,        # Unit weight regularization (None = auto-computed from data)
+    zeta_lambda=None,       # Time weight regularization (None = auto-computed from data)
+    alpha=0.05,             # Significance level
+    variance_method="placebo",  # "placebo" (default, matches R) or "bootstrap"
+    n_bootstrap=200,        # Replications for SE estimation
+    seed=None               # Random seed for reproducibility
 )
 ```
 
@@ -1872,11 +1873,12 @@ MultiPeriodDiD(
 
 ```python
 SyntheticDiD(
-    lambda_reg=0.0,     # L2 regularization for unit weights
-    zeta=1.0,           # Regularization for time weights
-    alpha=0.05,         # Significance level for CIs
-    n_bootstrap=200,    # Bootstrap iterations for SE
-    seed=None           # Random seed for reproducibility
+    zeta_omega=None,        # Unit weight regularization (None = auto from data)
+    zeta_lambda=None,       # Time weight regularization (None = auto from data)
+    alpha=0.05,             # Significance level for CIs
+    variance_method="placebo",  # "placebo" (R default) or "bootstrap"
+    n_bootstrap=200,        # Replications for SE estimation
+    seed=None               # Random seed for reproducibility
 )
 ```
 

{diff_diff-2.3.0 → diff_diff-2.3.1}/diff_diff/__init__.py

@@ -142,7 +142,7 @@ from diff_diff.datasets import (
     load_mpdta,
 )
 
-__version__ = "2.3.0"
+__version__ = "2.3.1"
 __all__ = [
     # Estimators
     "DifferenceInDifferences",

{diff_diff-2.3.0 → diff_diff-2.3.1}/diff_diff/_backend.py

@@ -30,6 +30,11 @@ try:
         # TROP estimator acceleration (joint method)
         loocv_grid_search_joint as _rust_loocv_grid_search_joint,
         bootstrap_trop_variance_joint as _rust_bootstrap_trop_variance_joint,
+        # SDID weights (Frank-Wolfe matching R's synthdid)
+        compute_sdid_unit_weights as _rust_sdid_unit_weights,
+        compute_time_weights as _rust_compute_time_weights,
+        compute_noise_level as _rust_compute_noise_level,
+        sc_weight_fw as _rust_sc_weight_fw,
     )
     _rust_available = True
 except ImportError:
@@ -46,6 +51,11 @@ except ImportError:
     # TROP estimator acceleration (joint method)
     _rust_loocv_grid_search_joint = None
     _rust_bootstrap_trop_variance_joint = None
+    # SDID weights (Frank-Wolfe matching R's synthdid)
+    _rust_sdid_unit_weights = None
+    _rust_compute_time_weights = None
+    _rust_compute_noise_level = None
+    _rust_sc_weight_fw = None
 
 # Determine final backend based on environment variable and availability
 if _backend_env == 'python':
@@ -63,6 +73,11 @@ if _backend_env == 'python':
     # TROP estimator acceleration (joint method)
     _rust_loocv_grid_search_joint = None
     _rust_bootstrap_trop_variance_joint = None
+    # SDID weights (Frank-Wolfe matching R's synthdid)
+    _rust_sdid_unit_weights = None
+    _rust_compute_time_weights = None
+    _rust_compute_noise_level = None
+    _rust_sc_weight_fw = None
 elif _backend_env == 'rust':
     # Force Rust mode - fail if not available
     if not _rust_available:
@@ -89,4 +104,9 @@ __all__ = [
     # TROP estimator acceleration (joint method)
     '_rust_loocv_grid_search_joint',
     '_rust_bootstrap_trop_variance_joint',
+    # SDID weights (Frank-Wolfe matching R's synthdid)
+    '_rust_sdid_unit_weights',
+    '_rust_compute_time_weights',
+    '_rust_compute_noise_level',
+    '_rust_sc_weight_fw',
 ]

{diff_diff-2.3.0 → diff_diff-2.3.1}/diff_diff/results.py

@@ -605,8 +605,10 @@ class SyntheticDiDResults:
     pre_periods: List[Any]
     post_periods: List[Any]
     alpha: float = 0.05
-    variance_method: str = field(default="bootstrap")
-    lambda_reg: Optional[float] = field(default=None)
+    variance_method: str = field(default="placebo")
+    noise_level: Optional[float] = field(default=None)
+    zeta_omega: Optional[float] = field(default=None)
+    zeta_lambda: Optional[float] = field(default=None)
     pre_treatment_fit: Optional[float] = field(default=None)
     placebo_effects: Optional[np.ndarray] = field(default=None)
     n_bootstrap: Optional[int] = field(default=None)
@@ -650,8 +652,12 @@ class SyntheticDiDResults:
             f"{'Post-treatment periods:':<25} {len(self.post_periods):>10}",
         ]
 
-        if self.lambda_reg is not None:
-            lines.append(f"{'Regularization (lambda):':<25} {self.lambda_reg:>10.4f}")
+        if self.zeta_omega is not None:
+            lines.append(f"{'Zeta (unit weights):':<25} {self.zeta_omega:>10.4f}")
+        if self.zeta_lambda is not None:
+            lines.append(f"{'Zeta (time weights):':<25} {self.zeta_lambda:>10.6f}")
+        if self.noise_level is not None:
+            lines.append(f"{'Noise level:':<25} {self.noise_level:>10.4f}")
 
         if self.pre_treatment_fit is not None:
             lines.append(f"{'Pre-treatment fit (RMSE):':<25} {self.pre_treatment_fit:>10.4f}")
@@ -731,7 +737,9 @@ class SyntheticDiDResults:
             "n_pre_periods": len(self.pre_periods),
             "n_post_periods": len(self.post_periods),
             "variance_method": self.variance_method,
-            "lambda_reg": self.lambda_reg,
+            "noise_level": self.noise_level,
+            "zeta_omega": self.zeta_omega,
+            "zeta_lambda": self.zeta_lambda,
             "pre_treatment_fit": self.pre_treatment_fit,
         }
         if self.n_bootstrap is not None: