Nothing
## ----setup, include = FALSE---------------------------------------------------
library(auctionr)
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>"
)
## -----------------------------------------------------------------------------
set.seed(5)
dat <- auction_generate_data(obs = 100, mu = 10, alpha = 2,
sigma = 0.2, beta = c(-1,1),
new_x_mean= c(-1,1),
new_x_sd = c(0.5,0.8))
head(dat)
## -----------------------------------------------------------------------------
## Standard error calculation fails in the following single run
res <- auction_model(dat,
init_param = c(8, 2, .5, .4, .6),
num_cores = 1,
std_err = TRUE)
res
## -----------------------------------------------------------------------------
## Solving the issue with multiple runs
res_list <- list()
max_llik <- c()
init_param0 = c(8, 2, .5, .4, .6)
set.seed(100)
for (i in 1:4){
init_param = c(abs(init_param0[1:3]*rnorm(3) + 5*rnorm(3)), init_param0[4:5] + .5*rnorm(2))
res <- auction_model(dat, init_param = init_param, num_cores = 1, std_err = TRUE)
print(res)
## Only keeping results with valid standard errors
if (all(!is.na(res$std_err))){
res_list <- c(res_list, list(res))
max_llik = c(max_llik, res$value)
}
}
## -----------------------------------------------------------------------------
res_final <- res_list[[which.max(max_llik)]]
res_final
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