Commit 36d4eca
Align TROP implementation with reference and improve numerical stability
Key changes to match the reference implementation:
1. Unit distance computation: Now computes RMSE from the average of
treated units over pre-treatment periods, matching the paper's
Equation 3.
2. Time distance computation: Centers weights around the treatment
period midpoint (T - T_treat/2) rather than individual observations.
3. Global weight matrix: Computes weights once as outer product of
unit and time weights, matching reference implementation.
4. Numerical stability improvements:
- Truncated SVD reconstruction using only non-zero singular values
- Input/output sanitization for NaN/Inf values
- Suppress expected numerical warnings during ill-conditioned matmul
- Proper handling of edge cases in soft-thresholding
All 23 tests pass with no warnings.
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>1 parent a00d284 commit 36d4eca
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