dkqs.bs.fn: Carries out one bootstrap replication for the 'dkqs'...
In conroylau/lpinfer: An R Package for Inference in Linear Programs

dkqs.bs.fn

R Documentation

Carries out one bootstrap replication for the `dkqs` procedure

Description

This function carries out the one bootstrap replication of the DKQS procedure This function is used in the dkqs.bs function via the future_map function.

Usage

dkqs.bs.fn(
  x,
  data,
  lpmodel,
  beta.obs.hat,
  beta.tgt,
  s.star.list,
  tau.list,
  solver,
  n,
  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`	An `lpmodel` object.
`beta.obs.hat`	The value of sample \hat{\bm{β}}_{\mathrm{obs}} from the `lpmodel` object.
`beta.tgt`	The value to be tested.
`s.star.list`	The list of values of \hat{\bm{s}}^\star \equiv \bm{A}_{\mathrm{obs}}\hat{\bm{x}}_n^\star in the cone-tightening procedure for each τ.
`tau.list`	The list of feasible parameters τ.
`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`.
`n`	The sample size. This is only required if `data` is omitted in the input.
`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 DKQS procedure:

`Ts`	A bootstrap test statistic.
`beta`	A bootstrap estimator.
`param`	A list of problematic parameters in the DKQS test.
`msg`	An error message (if applicable).