varianceSimulation: Variance simulation

Description Usage Arguments Value

View source: R/functions.R

Description

Estimates the variance of \tilde θ^{dp} via simulation.

Usage

1
2
varianceSimulation(theta_tilde, sigma_hat, theta_hat_dp_overall, a_1, a_2,
  P, lambda, theta_noise, alpha_noise, nsims)

Arguments

theta_tilde

Estimate of QOI

sigma_hat

Estimate of variance

theta_hat_dp_overall

Differentially private censored QOI

a_1

DP estimate of proportion of partitions that were left-censored

a_2

DP estimate of proportion of partitions that were right-censored

P

Number of partitions

lambda

Bounding parameter

theta_noise

SD of dp noise added to theta_hat_dp

alpha_noise

SD of dp noise added to alpha_dp

nsims

Number of simulations to boostrap variance

Value

var_est

Variance estimate of theta_tilde

theta_tilde_sims

Vector of simulated theta_tilde estimates

mvn_draws

Matrix of theta_hat_dp and alpha draws from the multivariate normal

mat_not_pos_def

Indicator for whether an adjustment was applied to fix numerical issue where the covariance matrix can appear to be not positive definite

sigma_matrix

Covariance matrix used in the multivariate normal draws

var_theta_hat_nonoise

Estimated variance of theta_hat_dp not including variance from dp noise added

orig_sigma_matrix

Covariance matrix prior to adjustment to be positive definite


schwenzfeier/udp documentation built on April 1, 2021, 3:39 a.m.