Something I’d like to play with when I get the chance:
“optweight contains functions to estimate stable balancing weights that balance covariates up to given thresholds. It solves a convex optimization problem to minimize a function of the weights that captures their variability (or divergence from a set of base weights). This is the method described in Zubizarreta (2015), Källberg and Waernbaum (2023), and Wang and Zubizarreta (2020). optweight extends the method to multi-category, continuous, and multivariate treatments and provides a simple user interface and compatibility with the cobalt package for balance assessment. See vignette("optweight") for a more thorough description of the package’s capabilities.”