ff_opti_bisect_pmap_multi: Dataframe rows are individuals, find root for each...

In FanWangEcon/REconTools: R Tools for Panel Data and Optimization

Description

This is only for strictly monotonically functions that have unique crossing at zero. There are potentially three types of inputs relevant for the bisection root evaluation. Values in each row are parameters for the same nonlinear function, we want to find roots for N nonlinear functions defined by each row. First type of input are these row specific variable values. Second type of inputs are scalars or arrays that are fixed over all rows. Third type of inputs are values that are shifting over bisection iterations. The implementation here assumes that we have lower and upper bound values that are common across all individauls (rows), and that garantee opposing signs.

Usage

ff_opti_bisect_pmap_multi(
  df,
  fc_withroot,
  fl_lower_x,
  fl_upper_x,
  ls_svr_df_in_func,
  svr_root_x = "x",
  it_iter_tol = 50,
  fl_zero_tol = 10^-5,
  bl_keep_iter = TRUE,
  st_bisec_prefix = "bisec_",
  st_lower_x = "a",
  st_lower_fx = "fa",
  st_upper_x = "b",
  st_upper_fx = "fb"
)

Arguments

df	dataframe containing all row/individual specific variable information, will append bisection results to datafram
fc_withroot	function with root, the function should have hard-coded in scalars and arrays that would not change over iterations and would not change across individuals
fl_lower_x	float value of common lower bound
fl_upper_x	float value of common upper bound, opposing sign
ls_svr_df_in_func	list of string names variables in df that are inputs for fc_withroot.
svr_root_x	string the x variable name that appears n fc_withroot.
it_iter_tol	integer how many maximum iterations to allow for bisection at most
fl_zero_tol	float at what gap to zero will algorithm stop
bl_keep_iter	whether to keep all iteration results as data columns
st_bisec_prefix	string prefix for all bisection iteration etc results variables
st_lower_x	string variable name component for lower bound x
st_lower_fx	string variable name component for lower bound x evaluated at function
st_upper_x	string variable name component for upper bound x
st_upper_fx	string variable name component for upper bound x evaluated at function

Value

dataframe containing bisection root for each individual/row

Author(s)

Fan Wang, http://fanwangecon.github.io

References

https://fanwangecon.github.io/REconTools/reference/ff_opti_bisect_pmap_multi.html https://fanwangecon.github.io/REconTools/articles/fv_opti_bisect_pmap_multi.html https://github.com/FanWangEcon/REconTools/blob/master/R/ff_opti_bisect.R

Examples

library(dplyr)
library(tibble)
it_N_child_cnt <- 9
ar_intercept = seq(-10, -1, length.out = it_N_child_cnt)
ar_slope = seq(0.1, 1, length.out = it_N_child_cnt)
df_lines <- as_tibble(cbind(ar_intercept, ar_slope)) %>% rowid_to_column(var='ID')
ar_st_col_names = c('ID','fl_int', 'fl_slope')
df_lines <- df_lines %>% rename_all(~c(ar_st_col_names))
fc_withroot_line <- function(fl_int, fl_slope, x){
  return(fl_int + fl_slope*x)
}
fl_lower_x_line <- 0
fl_upper_x_line <- 100000
ls_svr_df_in_func_line <- c('fl_int', 'fl_slope')
svr_root_x_line <- 'x'
fl_zero_tol = 10^-6
df_bisec <- ff_opti_bisect_pmap_multi(df_lines, fc_withroot_line,
                                           fl_lower_x_line, fl_upper_x_line,
                                           ls_svr_df_in_func_line, svr_root_x_line, bl_keep_iter = FALSE)
df_bisec %>% select(-one_of('f_p_t_f_a'))

FanWangEcon/REconTools documentation built on Jan. 21, 2022, 10:28 p.m.