getbound_consistent: getbound_consistent

Usage Arguments

View source: R/estimation.R

Usage

1
getbound_consistent(obj, constraints, slack, verb = 1)

Arguments

obj

defines the linear coefficients of the linear objective function

constraints

output from make_constraints() - defines the linear constraints in the form of A

\item

slackdefines the amount to slack b_n in the equality constraints to get consistent plug-in estimator of the identified set.

\item

verbdefines how much information of the optimization routine to be printed. Default is set at 1 for no print, change to 5 for full output print

bound is the lower and upper bound of the value function, phat is the optimized solution for lower and upper bound, status records the status of the two optimization problem calls Rmosek to solve for two linear programming problem for the identified set with a small slack introduced on the constraints for consistent plug-in estimator of the identified set ## min/max_x obj'x s.t. Acons %*% x - bcons <= slack Acons %*% x - bcons >= -slack


seanmtelliott/RCBRpartial documentation built on Dec. 22, 2021, 11:16 p.m.