chorussell.lp.fn.unbd: 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 one of the sample estimates of the bounds is infinite

Description

This function finds the candidate bounds that satisfy the constraints in the chorussell procedure when one of the sample estimates of the bounds is infinite. If the upper bound is infinite, then the third column of the data frame will store the negative of the lower bound so the largest candidate for the lower bound will be chosen in order to minimize the interval length. Similarly, if the lower bound is infinite, then the third column of the data frame will store the upper bound.

Usage

chorussell.lp.fn.unbd(
  x,
  lb.can1,
  lb.can2,
  ub.can1,
  ub.can2,
  lb.can,
  ub.can,
  lb,
  ub,
  alpha,
  pbar,
  ci,
  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).
lb.can	All candidates of the lower bounds.
ub.can	All candidates of the upper bounds.
lb	The sample lower bound.
ub	The sample upper bound.
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.
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.