fsst.beta.star.bs.fn: Computes one bootstrap estimates of 'beta.star' and 'x.star'

View source: R/fsst.R

fsst.beta.star.bs.fnR Documentation

Computes one bootstrap estimates of beta.star and x.star

Description

This function computes one bootstrap estimate for beta.star and x.star. This function is used in the fsst.beta.star.bs function via the future_map command.

Usage

fsst.beta.star.bs.fn(
  beta.obs.bs,
  data,
  lpmodel,
  beta.tgt,
  weight.mat,
  sigma.beta.obs,
  solver,
  pbar,
  progress,
  n.bs,
  eval.count
)

Arguments

beta.obs.bs

The bootstrap estimates of beta.obs.

data

An data frame or a matrix.

lpmodel

The lpmodel object.

beta.tgt

The value to be tested.

weight.mat

The weighting matrix for the fsst procedure.

sigma.beta.obs

An estimator of the asymptotic variance for beta.obs.

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.

pbar

The progress bar object.

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.bs

The total number of replications to be conducted in this procedure.

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.

Value

Returns a list of output that are obtained from the subsampling procedure:

beta.star

The bootstrap estimates of beta.star.

x.star

The bootstrap estimates of x.star.

msg

An error message (if applicable).


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