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

subsample.bs

R Documentation

Bootstrap procedure for the `subsample` procedure

Description

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

Usage

subsample.bs(
  data,
  i1,
  lpmodel,
  beta.tgt,
  norm,
  solver,
  replace,
  progress,
  m,
  n,
  omega.hat,
  df.error,
  eval.count,
  error.id,
  seed.list
)

Arguments

`data`	An `data frame` or a `matrix`.
`i1`	The last index to be evaluated.
`lpmodel`	An `lpmodel` object.
`beta.tgt`	The value to be tested.
`norm`	The norm used in the optimization problem. It can be either a 1-norm or a 2-norm. See the details section of `estbounds` for a list of accepted strings.
`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`.
`replace`	A boolean variable to indicate whether the function samples the data with or without replacement.
`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.
`m`	The size of each subsample.
`n`	The sample size. This is only required if `data` is omitted in the input.
`omega.hat`	The estimator of the asymptotic variance.
`df.error`	The consolidated data frame of error messages.
`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.
`error.id`	The list of ID that corresponds to problematic bootstrap draws.
`seed.list`	The list of RNG states and the corresponding iterations.

Value

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

`T.sub`	The bootstrap test statistics from the subsampling procedure.
`beta.sub`	The bootstrap estimators for the `beta` component.
`df.error`	A table showing the id of the bootstrap replication(s) with error(s) and the corresponding error message(s).
`R.eval`	The number of bootstrap replications that have been conducted.
`R.succ`	The number of successful bootstrap replications.