subsample.prob | R Documentation |
subsample
problemThis function formulates and solves the linear or quadratic
program in the subsample
procedure. If the user
chooses a 1-norm, this function solves a linear program. If the user
chooses a 2-norm, this function solves a quadratic program.
subsample.prob( data, lpmodel, beta.tgt, norm, solver, n, beta.obs.hat, omega.hat )
data |
An |
lpmodel |
The |
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
|
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 |
n |
The sample size. This is only required if |
beta.obs.hat |
The value of sample \hat{\bm{β}}_{\mathrm{obs}}
from the |
omega.hat |
The estimator of the asymptotic variance. |
Returns the following list of outputs:
status |
The status of the optimization problem. |
x |
The optimal point. |
objval |
The optimal value. |
larg |
The list of arguments passed to the optimizer. |
beta |
The beta vector \widehat{\bm{β}}_{\mathrm{obs}}
used in the optimization problem that is obtained from the
|
omega |
The Omega matrix \widehat{\bm{Ω}}_n used in the
optimization problem that is obtained from the |
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