hajek.constrained.symmetric: 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 CDF is symmetric to within tolerance delta.

Usage

1
hajek.constrained.symmetric(Xcdf, xvals, sampling.ratio, center, delta)

Arguments

Xcdf

The raw, unweighted, empirical CDF.

xvals

The points at which Xcdf is specified.

sampling.ratio

The bound on the sampling ratio.

center

The center of symmetry.

delta

The tolerance parameter.

Value

Xcdf.weighted A weighted version of Xcdf that maximizes hatmu


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