fsst.range.bs: Bootstrap procedure of computing the range component

In conroylau/lpinfer: An R Package for Inference in Linear Programs

Bootstrap procedure of computing the range component

Description

This function computes the bootstrap estimates of the range components.

Usage

fsst.range.bs(
  n,
  lpmodel,
  beta.obs.hat,
  beta.obs.bs,
  x.star,
  x.star.bs,
  weight.mat.root,
  R,
  progress,
  df.error,
  eval.count
)

Arguments

n	The sample size. This is only required if data is omitted in the input.
lpmodel	The lpmodel object.
beta.obs.hat	The sample estimator \widehat{\bm{β}}_{\mathrm{obs}, n} based on the given information in lpmodel (and data if applicable).
beta.obs.bs	The bootstrap estimates of beta.obs.
x.star	The optimal value from beta.star.qp.
x.star.bs	The bootstrap estimates of x.star.
weight.mat.root	The matrix square root of weight.mat.
R	The number of bootstrap replications.
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.
df.error	A table showing the id of the bootstrap replication(s) with error(s) and the corresponding error message(s).
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

Return the following list of objects:

range.n.list	The list of bootstrap range components.
df.error	A table showing the id of the bootstrap replication(s) with error(s) and the corresponding error message(s).
new.error	The number of new errors.
error.id	The indices of the bootstrap replications that give errors.

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