dkqs.bs: Bootstrap procedure for the DKQS procedure

View source: R/dkqs.R

dkqs.bsR Documentation

Bootstrap procedure for the DKQS procedure

Description

This function carries out the bootstrap procedure of the dkqs procedure This function supports parallel programming via the furrr package.

Usage

dkqs.bs(
  data,
  lpmodel,
  beta.tgt,
  R,
  maxR,
  s.star.list,
  tau.list,
  solver,
  progress,
  n
)

Arguments

data

An data frame or a matrix.

lpmodel

An lpmodel object.

beta.tgt

The value to be tested.

R

The number of bootstrap replications.

maxR

The maximum number of bootstrap replications to be considered in case there are some errors.

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 \tau.

tau.list

The list of feasible parameters \tau.

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.

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.

n

The sample size. This is only required if data is omitted in the input.

Value

Returns the list of estimates from bootstrap:

T.bs

A list of bootstrap test statistics \{\overline{T}_{n,b}(\tau_n)\}^B_{b=1}.

beta.bs.bar.list

A list of \tau_n-tightened recentered bootstrap estimates \bar{\bm{\beta}}^\star_{\mathrm{obs},n,b}.

df.error

A table showing the id of the bootstrap replication(s) with error(s) and the corresponding error message(s).

R.succ

The number of successful bootstrap replications.


conroylau/lpinfer documentation built on Sept. 5, 2024, 9 p.m.