dkqs.bs: Bootstrap procedure for the DKQS procedure
In conroylau/lpinfer: An R Package for Inference in Linear Programs

dkqs.bs

R Documentation

Bootstrap procedure for the DKQS procedure

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

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

`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.

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.