solve_pcc: Find a unique solution of CIV (internal use).

Description Usage Arguments Value Examples

View source: R/CIVMR_function.R

Description

This function find a unique solutin to the constrained instrument problem given matrix A and B.

Usage

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solve_pcc(A, B)

Arguments

A:

matrix given by LA_decomposition().

B:

matrix given by LA_decomposition().

Value

c: solution to the constrained maximization problem.

max_value: the maximized correlation value.

Examples

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data(simulation)
#CIV linear algebra decomposition components
civ.deco <- LA_decomposition(simulation$G,simulation$X,simulation$Z)
#solve the CIV solution \eqn{u}
civ.c <- solve_pcc(civ.deco$A, civ.deco$B)
#plot the weight c
plot(civ.c$c)

LaiJiang/CIVMR documentation built on July 16, 2020, 12:45 a.m.