simulate_data#

Functions that generate data sets used in examples

Functions

create_series([n, amplitude, length_scale, ...])

Returns numpy tile with generated seasonality data repeated over multiple years

generate_ancova_data([N, ...])

Generate ANCOVA eample data

generate_did()

Generate Difference in Differences data

generate_geolift_data()

Generate synthetic data for a geolift example.

generate_multicell_geolift_data()

Generate synthetic data for a geolift example.

generate_regression_discontinuity_data([N, ...])

Generate regression discontinuity example data

generate_seasonality([n, amplitude, ...])

Generate monthly seasonality by sampling from a Gaussian process with a Gaussian kernel, using numpy code

generate_synthetic_control_data([N, ...])

Generates data for synthetic control example.

generate_time_series_data([N, ...])

Generates interrupted time series example data

generate_time_series_data_seasonal(...)

Generates 10 years of monthly data with seasonality

generate_time_series_data_simple(treatment_time)

Generate simple interrupted time series data, with no seasonality or temporal structure.

periodic_kernel(x1, x2[, period, ...])

Generate a periodic kernal for gaussian process