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Propensity Score Matching with faster matching algorithms

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pymatch2

An extension of the pymatch package, with faster Nearest Neighbor Matching algorithms.

Tests

Device macOS CPU RAM SSD
MacBook Pro 2017 10.13.6 2.3 GHz Intel Core i5 8GB 256GB
## test performance of matching methods (in seconds)
python -m test.benchmark
# test # control random min nnm bsearch
10000 200000 15.85 287.85 27.19 20.50
15000 200000 23.27 421.99 29.65 33.65
20000 200000 32.99 581.42 32.70 41.42
50000 900000 285.76 - 128.37 119.63
100000 1000000 659.55 - 155.13 250.11
python -m test.benchmark
# test # control random min nnm bsearch merge
10000 200000 5.63 193.79 9.70 7.82 9.91
15000 200000 8.62 293.11 10.80 11.70 10.73
20000 200000 11.45 393.03 11.67 15.68 11.63
50000 900000 90.26 - 45.81 43.73 45.39
100000 1000000 198.50 - 58.17 87.52 57.92
500000 5000000 4071.77 - 293.15 491.03 290.33

COPYING

Copyright (c) 2021 jnjcc, Yste.org

This program is licensed under the terms of the MIT license. See COPYING for more details.

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