sup_quant_orc: True quantile value approximation

Description Usage Arguments Value

View source: R/quantile.R

Description

Calulates the true quantile of the supremum of absolute value of a studentized process by simulation

Usage

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sup_quant_orc(
  eps.1.mat,
  eps.0.mat,
  w.1.arr,
  w.0.arr,
  omega.1,
  omega.0,
  T.grad.mat,
  level,
  M,
  useloop = TRUE
)

Arguments

eps.1.mat

a n.1 * M by k matrix of residuals generated from the true distribution, corresponding to the treated observations

eps.0.mat

a n.0 * M by k matrix of residuals generated from the true distribution, corresponding to the treated observations

w.1.arr

A n_1 by k by n.T dimensional array of weight values corresponding to treated observations

w.0.arr

A n_0 by k by n.T dimensional array of weight values corresponding to treated observations

omega.1

A n_1 by k by k array of conditional variance corresponding to treated observations

omega.0

A n_0 by k by k array of conditional variance corresponding to control observations

T.grad.mat

A n.T by k dimensional gradient matrix of T_t f for t = 1,..., n.T.

level

level of quantile

M

number of bootstrap simulations

useloop

If TRUE, the function is implemented by for loop over t = 1,..., n.T; currently only useloop = TRUE is implemented.

Value

a scalar quantile value


koohyun-kwon/HTEBand documentation built on Dec. 21, 2021, 7:42 a.m.