View source: R/BoundingCovariateEffects.R
EAM | R Documentation |
This function implements the EAM search strategy as described in
Kaido, Molinari and Stoye (2019). This is a generic function, requiring the
specification of a test function (test.fun
), as well as the
specification of the parameter space (hyperparams
).
EAM(
dir,
test.fun,
hyperparams,
evaluations = NULL,
time.run.duration = FALSE,
verbose = 0,
picturose = FALSE
)
dir |
The direction of the test. |
test.fun |
The test function to be inverted in order to obtain the
identified set. It should take a scalar parameter as argument (i.e. the
specified value of a component of the full parameter vector) and return a
list with named elements |
hyperparams |
A list of hyperparameters needed in order for this method
to run (see |
evaluations |
Matrix of already evaluated points, of which at least one
is feasible. When |
time.run.duration |
Boolean value indicating whether to time each step
in the EAM algorithm. Requires |
verbose |
Boolean value indicating whether or not to print run time
updates to the console. Default is |
picturose |
Boolean value indicating whether or not to visualize the
identified set search. Default is |
List containing the evaluations of the test statistic and critical values, convergence information, and run times.
Kaido et al. (2019). Confidence intervals for projections of partially identified parameters. Econometrica. 87(4):1397-1432.
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