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  "Package": "simITS",
  "Title": "Analysis via Simulation of Interrupted Time Series (ITS) Data",
  "Version": "0.1.1",
  "Authors@R": "c(person(given = \"Luke\",\nfamily = \"Miratrix\",\nrole = c(\"aut\", \"cre\"),\nemail = \"lmiratrix@g.harvard.edu\"),\nperson(given = \"Brit\",\nfamily = \"Henderson\",\nrole = \"ctb\",\nemail = \"Brit.Henderson@mdrc.org\"),\nperson(given = \"Chloe\",\nfamily = \"Anderson\",\nrole = \"ctb\",\nemail = \"Chloe.AAnderson@mdrc.org\"),\nperson(given = \"Arnold Ventures\", role=\"fnd\"),\nperson(given = \"MDRC\", role=\"fnd\") )",
  "Description": "Uses simulation to create prediction intervals for\npost-policy outcomes in interrupted time series (ITS) designs,\nfollowing Miratrix (2020) <arXiv:2002.05746>. This package\nprovides methods for fitting ITS models with lagged outcomes\nand variables to account for temporal dependencies.  It then\nconducts inference via simulation, simulating a set of\nplausible counterfactual post-policy series to compare to the\nobserved post-policy series. This package also provides methods\nto visualize such data, and also to incorporate seasonality\nmodels and smoothing and aggregation/summarization.  This work\npartially funded by Arnold Ventures in collaboration with MDRC.",
  "License": "GPL-3",
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  "Repository": "https://lmiratrix.r-universe.dev",
  "Date/Publication": "2023-09-01 19:17:22 UTC",
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  "Author": "Luke Miratrix [aut, cre],\nBrit Henderson [ctb],\nChloe Anderson [ctb],\nArnold Ventures [fnd],\nMDRC [fnd]",
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    "add_lagged_covariates",
    "adjust_data",
    "aggregate_data",
    "aggregate_simulation_results",
    "calculate_average_outcome",
    "calculate_group_weights",
    "extrapolate_model",
    "fit_model_default",
    "generate_fake_data",
    "generate_fake_grouped_data",
    "make_envelope_graph",
    "make_fit_season_model",
    "make_many_predictions",
    "make_many_predictions_plug",
    "make_model_smoother",
    "process_outcome_model",
    "smooth_residuals",
    "smooth_series"
  ],
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      "name": "meck_subgroup",
      "title": "Mecklenberg data by subgroup of charge type",
      "object": "meck_subgroup",
      "class": [
        "grouped_df",
        "tbl_df",
        "tbl",
        "data.frame"
      ],
      "fields": [
        "month",
        "n.cases",
        "n.bail",
        "pbail",
        "category"
      ],
      "rows": 144,
      "table": true,
      "tojson": true
    },
    {
      "name": "mecklenberg",
      "title": "Mecklenberg PSA Reform Data",
      "object": "mecklenberg",
      "class": [
        "spec_tbl_df",
        "tbl_df",
        "tbl",
        "data.frame"
      ],
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        "month",
        "karr",
        "pbail",
        "pptrel",
        "pror",
        "pb4c",
        "avg_days_initial",
        "avg_t2d",
        "pstint7",
        "pstint30"
      ],
      "rows": 54,
      "table": true,
      "tojson": true
    },
    {
      "name": "newjersey",
      "title": "New Jersey PSA Reform aggregate data",
      "object": "newjersey",
      "class": [
        "tbl_df",
        "tbl",
        "data.frame"
      ],
      "fields": [
        "month",
        "sin.m",
        "cos.m",
        "M12",
        "Q1",
        "Q2",
        "Q3",
        "Q4",
        "n.warrant",
        "n.summons",
        "n",
        "temperature"
      ],
      "rows": 106,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
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      "page": "add_lagged_covariates",
      "title": "Augment dataframe with lagged covariates",
      "topics": [
        "add_lagged_covariates"
      ]
    },
    {
      "page": "adjust_data",
      "title": "Adjust an outcome time series based on the group weights.",
      "topics": [
        "adjust_data"
      ]
    },
    {
      "page": "aggregate_data",
      "title": "Aggregate grouped data",
      "topics": [
        "aggregate_data"
      ]
    },
    {
      "page": "aggregate_simulation_results",
      "title": "Test a passed test statistic on the simulated data",
      "topics": [
        "aggregate_simulation_results"
      ]
    },
    {
      "page": "calculate_average_outcome",
      "title": "Summary function for summarize.simulation.results",
      "topics": [
        "calculate_average_outcome"
      ]
    },
    {
      "page": "calculate_group_weights",
      "title": "Calculate proportion of subgroups across time",
      "topics": [
        "calculate_group_weights"
      ]
    },
    {
      "page": "extrapolate_model",
      "title": "Extrapolate pre-policy data to post-policy era",
      "topics": [
        "extrapolate_model"
      ]
    },
    {
      "page": "fit_model_default",
      "title": "Default ITS model",
      "topics": [
        "fit_model_default"
      ]
    },
    {
      "page": "generate_fake_data",
      "title": "Make fake data for testing purposes.",
      "topics": [
        "generate_fake_data"
      ]
    },
    {
      "page": "generate_fake_grouped_data",
      "title": "A fake DGP with time varying categorical covariate for illustrating the code.",
      "topics": [
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      ]
    },
    {
      "page": "make_envelope_graph",
      "title": "Make envelope style graph with associated smoothed trendlines",
      "topics": [
        "make_envelope_graph"
      ]
    },
    {
      "page": "make_fit_season_model",
      "title": "Make a fit_model function that takes a seasonality component",
      "topics": [
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      ]
    },
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      "title": "Generate a collection of raw counterfactual trajectories",
      "topics": [
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        "make_many_predictions_plug"
      ]
    },
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      "title": "Make a smoother that fits a model and then smooths residuals",
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      "title": "Mecklenberg data by subgroup of charge type",
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        "newjersey"
      ]
    },
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      "title": "Generate an ITS extrapolation simulation.",
      "topics": [
        "process_outcome_model"
      ]
    },
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      "page": "simITS",
      "title": "'simITS' package overview",
      "topics": [
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        "simITS"
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      "page": "smooth_residuals",
      "title": "Smooth residuals after model fit",
      "topics": [
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      ]
    },
    {
      "page": "smooth_series",
      "title": "Smooth a series using a static loess smoother",
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