hajek.constrained: Computational workhorse function. Maximizes the value of...

Description Usage Arguments Value

Description

Computational workhorse function. Maximizes the value of hatmu among all Hajek ratio estimators that satisfy the following properties: - The ratio of the sampling weights gamma is bounded - The resulting weighted CDF lies "between" lower.bound and upper.bound (as a function)

Usage

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hajek.constrained(Xcdf, xvals, sampling.ratio, lower.bound = NULL,
  upper.bound = NULL)

Arguments

Xcdf

The raw, unweighted, empirical CDF.

xvals

The points at which Xcdf is specified.

sampling.ratio

The bound on the sampling ratio.

lower.bound

A lower bound for the Hajek-weighted empirical CDF.

upper.bound

An upper bound for the Hajek-weighted empirical CDF.

Value

Xcdf.weighted A weighted version of Xcdf that maximizes hatmu


jrzubizarreta/scbounds documentation built on May 20, 2019, 5:26 p.m.