ivxj.gen_ivx
============

.. py:module:: ivxj.gen_ivx


Functions
---------

.. autoapisummary::

   ivxj.gen_ivx.gen_ivx
   ivxj.gen_ivx.gen_ivx_for_one_time_series


Module Contents
---------------

.. py:function:: gen_ivx(x, rhoz, Tlens)

   Generate Instrumental Variables for X (IVX) from unbalanced panel data.

   This function generates the IVX tool variables for unbalanced panel data, where the
   dataset consists of multiple submatrices (x_1, ..., x_n) with varying lengths.

   :param x: The full dataset as a panel of stacked submatrices.
   :type x: 2D array-like, dtype=float64
   :param rhoz: Parameter used for generating the IVX.
   :type rhoz: float
   :param Tlens: The lengths of each submatrix (individual time series) in the panel.
   :type Tlens: 1D array-like, dtype=int

   :returns: **zta** -- The generated IVX tool variables for the full dataset.
   :rtype: 2D array-like, dtype=float64


.. py:function:: gen_ivx_for_one_time_series(x, rhoz)

   Generate Instrumental Variables for X (IVX) for a single time series.

   This function generates the IVX tool variable for a given time series, based on the
   specified IVX generation parameter.

   :param x: The input time series as a column vector.
   :type x: 1D array-like, dtype=float64
   :param rhoz: Parameter used for generating the IVX.
   :type rhoz: float

   :returns: **z** -- The generated IVX tool variable for the input time series.
   :rtype: 1D array-like, dtype=float64