get.starting.values: Main function for obtaining the starting values of the...

View source: R/BoundingCovariateEffects.R

get.starting.valuesR Documentation

Main function for obtaining the starting values of the expected improvement maximization step.

Description

Obtain starting values used in the M-step (M_step.R).

Usage

get.starting.values(theta.hash, dir, EI.Mstep, hyperparams)

Arguments

theta.hash

Tentative optimal value for theta, i.e., the largest or smallest feasible value for theta (if dir = 1 or dir = -1, respectively). A 'feasible value' is one that satisfies all moment restrictions.

dir

Search direction. dir = 1 corresponds to looking for an upper bound. dir = -1 corresponds to looking for a lower bound.

EI.Mstep

Function to compute expected improvements.

hyperparams

List of hyperparameters.

Value

Vector of starting values


depCensoring documentation built on April 4, 2025, 1:52 a.m.