Description Usage Arguments Value
Estimates the variance of \tilde θ^{dp} via simulation.
1 2 | varianceSimulation(theta_tilde, sigma_hat, theta_hat_dp_overall, a_1, a_2,
P, lambda, theta_noise, alpha_noise, nsims)
|
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 |
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 |
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