chorussell.lp.fn: Computes whether the candidate bounds satisfy the constraints...

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

Computes whether the candidate bounds satisfy the constraints in the chorussell procedure when the sample estimates are non-infinite

Description

This function carries out one set of computation in the chorussell procedure to check whether the set of values satisfy the constraints in the chorussell procedure. In particular, given one candidate of the lower bound, it checks all possible pairs with the upper bounds and determine whether they satisfy the constraints.

Usage

chorussell.lp.fn(
  x,
  lb.can1,
  lb.can2,
  ub.can1,
  ub.can2,
  ub.can,
  alpha,
  pbar,
  ci,
  kappa,
  k,
  progress
)

Arguments

x	A candidate lower bound.
lb.can1	The vector of values that corresponds to √{n}≤ft(\hat{θ}^b_{\rm lb} - \hat{θ}_{\rm lb}\right).
lb.can2	The vector of values that corresponds to √{n}≤ft(\hat{θ}^b_{\rm lb} - \hat{θ}_{\rm lb} - Δ \right).
ub.can1	The vector of values that corresponds to √{n}≤ft(\hat{θ}^b_{\rm ub} - \hat{θ}_{\rm ub}\right).
ub.can2	The vector of values that corresponds to √{n}≤ft(\hat{θ}^b_{\rm ub} - \hat{θ}_{\rm ub} + Δ \right).
ub.can	All candidates of the upper bounds.
alpha	The significance level. This can be a vector.
pbar	The progress bar object.
ci	A boolean variable that indicates whether a p-value or a (1-α)-confidence interval is returned. If ci is TRUE, then a confidence interval is returned. Otherwise, a p-value is returned.
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.
k	Iteration number.
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 data frame.

df	A data frame that contains the pairs of feasible lower bounds and upper bounds, as well as their sum.

conroylau/lpinfer documentation built on Oct. 23, 2022, 9:21 a.m.