RindexDual: A function computing the incompatibility index and associated...

In MCARtest: Optimal Nonparametric Testing of Missing Completely at Random

A function computing the incompatibility index and associated closest joint mass function using the dual formulation

Description

A function solving a linear program to compute the incompatibility index R() defined in \insertCiteBS2022;textualMCARtest, in the case of having discrete random variables. Uses Amatrix to define to constraint matrix and lpSolve to implement the linear optimisation.

Usage

RindexDual(pS, bS, M, lp_solver = "default", simplex_strategy = 4)

Arguments

pS	A sequence of probability mass functions on the marginal spaces.
bS	A binary matrix specifying the set of observation patterns. Each row encodes a single pattern.
M	A vector of positive integers giving the alphabet sizes of the discrete variables.
lp_solver	An argument passed to HiGHS specifying which solver to use.
simplex_strategy	An argument passed to HiGHS specifying which solver to use.

Value

The value of R(), in the interval [0,1].

The optimal solution to the linear program

References

\insertRef

BS2022MCARtest

Examples

bS=matrix(c(1,1,0, 1,0,1, 0,1,1),byrow=TRUE,ncol=3)
M=c(2,2,2)
A=Amatrix(bS,M)

pS=rep(0.25,12)
linprog=RindexDual(pS,bS,M)
rbind(pS,as.vector(A%*%linprog[[2]])/(1-linprog[[1]]))

pS=c(0.125,0.375,0.375,0.125,0.250,0.250,0.250,0.250,0.100,0.400,0.400,0.100)
linprog=RindexDual(pS,bS,M)
rbind(pS,as.vector(A%*%linprog[[2]])/(1-linprog[[1]]))

MCARtest documentation built on Oct. 29, 2024, 5:08 p.m.