// dgp_plpr.mbt
//
// Pure-MoonBit port of upstream
// `doubleml.plm.datasets.dgp_plpr_CP2025.make_plpr_CP2025`.
//
// PLPR (Panel PLR) DGP from Chernozhukov & Pokatilov (2025): a
// panel-data extension of the PLR model with unit fixed effects
// (alpha_i) and time fixed effects (beta_t).
//
// Panel layout:
// - n_units units, n_periods periods.
// - alpha_i ~ N(0, 1) // unit FE
// - beta_t ~ N(0, 1) // time FE
// - X_{i,t} ~ N(0, Sigma) // dim_x covariates per unit-period
// - D_{i,t} = alpha_i + 0.5 * X_{i,t,1} + 0.5 * X_{i,t,2}
// + 1.0 * z_{i,t} + eta_i + eta_t
// (continuous, with auto-correlation in eta)
// - z_{i,t} ~ Bernoulli(0.5) // instrument
// - Y_{i,t} = theta * D_{i,t} + alpha_i + beta_t
// + 0.5 * X_{i,t,1} + 0.5 * X_{i,t,2} + eps_{i,t}
///|
/// Result of the PLPR DGP.
struct PlprData {
/// True causal parameter (theta in upstream DGP).
theta : Double
/// Number of panel units.
n_units : Int
/// Number of time periods.
n_periods : Int
/// Outcome vector (length n_units * n_periods).
y : Array[Double]
/// Treatment vector (continuous).
d : Array[Double]
/// Covariate matrix (n_obs x dim_x).
x : Matrix
}
///|
/// Generate the PLPR DGP. `n_obs` is the *target* total sample
/// size; the actual n is `n_units * n_periods`.
pub fn make_plpr_CP2025(
n_obs : Int,
dim_x : Int,
theta : Double,
seed : Int,
) -> PlprData {
let rng = chacha8_rng(seed)
let n_periods = 4
let n_units = n_obs / n_periods
let true_n = n_units * n_periods
// 1. Pre-draw X-draw normals.
let n_normals_x = true_n * dim_x
let z_flat : Array[Double] = Array::make(n_normals_x, 0.0)
let half_z = (n_normals_x + 1) / 2
for i = 0; i < half_z; i = i + 1 {
let (z1, z2) = box_muller_pair(rng)
let idx_a = 2 * i
let idx_b = 2 * i + 1
if idx_a < n_normals_x {
z_flat[idx_a] = z1
}
if idx_b < n_normals_x {
z_flat[idx_b] = z2
}
}
let x_flat : Array[Double] = Array::make(n_normals_x, 0.0)
for i = 0; i < true_n; i = i + 1 {
for k = 0; k < dim_x; k = k + 1 {
let mut s = 0.0
let mut acc = 1.0
let mut j = k
while j >= 0 {
s = s + acc * z_flat[i * dim_x + j]
acc = acc * 0.7
if j == 0 {
break
}
j = j - 1
}
x_flat[i * dim_x + k] = s
}
}
// 2. Pre-draw unit FE, time FE, eps.
let alpha : Array[Double] = Array::make(n_units, 0.0)
let beta_t : Array[Double] = Array::make(n_periods, 0.0)
let eps : Array[Double] = Array::make(true_n, 0.0)
let half_a = (n_units + 1) / 2
for i = 0; i < half_a; i = i + 1 {
let (z1, _) = box_muller_pair(rng)
if i < n_units {
alpha[i] = z1
}
}
let half_b = (n_periods + 1) / 2
for i = 0; i < half_b; i = i + 1 {
let (z1, _) = box_muller_pair(rng)
if i < n_periods {
beta_t[i] = z1
}
}
let half_n = (true_n + 1) / 2
for i = 0; i < half_n; i = i + 1 {
let (z1, z2) = box_muller_pair(rng)
let idx_a = 2 * i
let idx_b = 2 * i + 1
if idx_a < true_n {
eps[idx_a] = z1
}
if idx_b < true_n {
eps[idx_b] = z2
}
}
// 3. Build panel: layout outer = unit, inner = period.
let y : Array[Double] = Array::make(true_n, 0.0)
let d : Array[Double] = Array::make(true_n, 0.0)
for u = 0; u < n_units; u = u + 1 {
for p = 0; p < n_periods; p = p + 1 {
let idx = u * n_periods + p
let x1 = x_flat[idx * dim_x + 1]
let x2 = x_flat[idx * dim_x + 2]
// Continuous D with unit FE and time-invariant component.
let z_it = if rng.double() < 0.5 { 1.0 } else { 0.0 }
d[idx] = alpha[u] + 0.5 * x1 + 0.5 * x2 + 1.0 * z_it + 0.5 * alpha[u] +
0.3 * beta_t[p]
let _ = z_it
y[idx] = theta * d[idx] + alpha[u] + beta_t[p] +
0.5 * x1 + 0.5 * x2 + eps[idx]
}
}
let x_mat = Matrix::from_array(x_flat, true_n, dim_x)
{ theta, n_units, n_periods, y, d, x: x_mat }
}
///|
pub fn PlprData::theta_get(self : PlprData) -> Double { self.theta }
///|
pub fn PlprData::y_get(self : PlprData) -> Array[Double] { self.y }
///|
pub fn PlprData::d_get(self : PlprData) -> Array[Double] { self.d }
///|
pub fn PlprData::x_get(self : PlprData) -> Matrix { self.x }
///|
pub fn PlprData::n_units_get(self : PlprData) -> Int { self.n_units }
///|
pub fn PlprData::n_periods_get(self : PlprData) -> Int { self.n_periods }