conroylau/lpinfer: An R Package for Inference in Linear Programs

This package provides a set of methods for estimation and statistical inference on the solutions (optimal values) of linear programs. The motivation is partially identified models. Identified sets in many partially identified models can be characterized by the solutions to two linear programs (one min, one max), with the interval between comprising the whole identified set. The module is designed with this situation as the primary use-case, although it might be of interest in other stochastic programming applications where nonparametric inference is desired.

install.packages("remotes")
remotes::install_github("conroylau/lpinfer")