tau.constraints: Creates the constraints for the linear program of 'tau' in...

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

Creates the constraints for the linear program of tau in the dkqs procedure

Description

This function generates the constraints in the linear program for computing the value of tau based on the procedure suggested by Kamat (2018) for the dkqs procedure, i.e. linear program (6) of Torgovitsky (2019).

Usage

tau.constraints(
  length.tau,
  coeff.tau,
  coeff.x,
  ind.x,
  rhs,
  sense,
  lp.lhs.tau,
  lp.rhs.tau,
  lp.sense.tau
)

Arguments

length.tau	The number of variables in the constraint.
coeff.tau	The coefficient in front of tau in the constraint.
coeff.x	The coefficient in front of x_i in the constraint.
ind.x	The index of x_i, i.e. the value of i.
rhs	The rhs vector of the new constraint.
sense	The equality or inequality symbol to be used in the new constraint.
lp.lhs.tau	The constraint matrix to be updated.
lp.rhs.tau	The rhs vector of the linear constraints to be updated.
lp.sense.tau	The sense vector of the linear constraints to be updated.

Value

Returns the list of matrices that corresponds to the updated constraints:

lp.lhs.tau	An updated constraint matrix.
lp.rhs.tau	An updated rhs vector.
lp.sense.tau	An update sense for the constraints.

conroylau/lpinfer documentation built on Oct. 25, 2024, 4 a.m.