chorussell.bs.fn: Carries out one bootstrap replication for the Cho-Russell...
In conroylau/lpinfer: An R Package for Inference in Linear Programs

chorussell.bs.fn

R Documentation

Carries out one bootstrap replication for the Cho-Russell procedure

Description

This function carries out one bootstrap replication of the Cho-Russell procedure. This function is used in the chorussell.bs function via the future_map function.

Usage

chorussell.bs.fn(
  x,
  data,
  lpmodel,
  beta.tgt,
  kappa,
  norm,
  n,
  estimate,
  solver,
  pbar,
  eval.count,
  n.bs,
  any.list,
  progress
)

Arguments

`x`	This is either the list of indices that represent the bootstrap replications, or the list of bootstrap components of the `lpmodel` object passed from the user.
`data`	An `data frame` or a `matrix`.
`lpmodel`	The `lpmodel` object.
`beta.tgt`	The value to be tested.
`kappa`	The tuning parameter used in the second step of the two-step procedure for obtaining the bounds subject to the shape constraints. It can be any nonnegative number or a vector of nonnegative numbers.
`norm`	The norm used in the optimization problem. It can be either a 1-norm or a 2-norm. See the details section of `estbounds` for a list of accepted strings.
`n`	The sample size. This is only required if `data` is omitted in the input.
`estimate`	A boolean variable to indicate whether the bounds should be estimated or not.
`solver`	The name of the linear and quadratic programming solver that is used to obtain the solution to linear and quadratic programs. The solvers supported by this package are `cplexAPI`, `gurobi`, `limSolve` and `Rcplex`.
`pbar`	The progress bar object.
`eval.count`	The count for the number of times the `future_map` function has been called. If this object is zero, it means that the `future_map` function is being called for the first time in this subprocedure. Otherwise, it means that the `future_map` function has been called for more than once. This situation typically refers to the situations where there are some errors in the first time of the replications.
`n.bs`	The total number of replications to be conducted in this procedure.
`any.list`	This object contains information on whether any components in the `lpmodel` object is a `list`.
`progress`	The boolean variable for whether the progress bars should be displayed. If it is set as `TRUE`, the progress bars will be displayed while the code is running.

Value

Returns a list of output that are obtained from the Cho-Russell procedure:

`ub`	The bootstrap estimate of the upper bound.
`ub`	The bootstrap estimate of the lower bound.
`kappa.error`	The `kappa` parameter that leads to an error (if applicable).
`msg`	An error message (if applicable).