Type: Package
Package: simITS
Title: Analysis via Simulation of Interrupted Time Series (ITS) Data
Version: 0.1.1
Authors@R: 
    c(person(given = "Luke",
             family = "Miratrix",
             role = c("aut", "cre"),
             email = "lmiratrix@g.harvard.edu"),
      person(given = "Brit",
             family = "Henderson",
             role = "ctb",
             email = "Brit.Henderson@mdrc.org"),
      person(given = "Chloe",
             family = "Anderson",
             role = "ctb",
             email = "Chloe.AAnderson@mdrc.org"),
      person(given = "Arnold Ventures", role="fnd"),
      person(given = "MDRC", role="fnd") )
Description: Uses simulation to create prediction intervals for
        post-policy outcomes in interrupted time series (ITS) designs,
        following Miratrix (2020) <arXiv:2002.05746>. This package
        provides methods for fitting ITS models with lagged outcomes
        and variables to account for temporal dependencies.  It then
        conducts inference via simulation, simulating a set of
        plausible counterfactual post-policy series to compare to the
        observed post-policy series. This package also provides methods
        to visualize such data, and also to incorporate seasonality
        models and smoothing and aggregation/summarization.  This work
        partially funded by Arnold Ventures in collaboration with MDRC.
License: GPL-3
Depends: dplyr, R (>= 2.10), rlang
Suggests: arm, ggplot2, knitr, plyr, purrr, rmarkdown, stats, testthat
        (>= 2.1.0), tidyr
VignetteBuilder: knitr
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.2.3
Repository: https://lmiratrix.r-universe.dev
Date/Publication: 2023-09-01 19:17:22 UTC
RemoteUrl: https://github.com/lmiratrix/simits
RemoteRef: HEAD
RemoteSha: 6a4c3cb91f0357ca6d1ba21c5dc063566088d4b3
NeedsCompilation: no
Packaged: 2026-06-20 06:42:56 UTC; root
Author: Luke Miratrix [aut, cre],
  Brit Henderson [ctb],
  Chloe Anderson [ctb],
  Arnold Ventures [fnd],
  MDRC [fnd]
Maintainer: Luke Miratrix <lmiratrix@g.harvard.edu>