Readme.md

In somabhamukherjee/QuasiconvexLSE: Doubly robust estimators with a high-dimensional set of confounders

QuasiconvexLSE

This is an R package to compute the multivariate quasiconvex (and decreasing) nonparametric LSE as described in "Least Squares Estimation of a Monotone Quasiconvex Regression Function" by Somabha Mukherjee, Rohit K. Patra, Andrew L. Johnson, and Hiroshi Morita, which can be found at the following link:

https://arxiv.org/abs/2003.04433

To download the R package use the following in R:

library(devtools)
install_github(repo = "somabhamukherjee/QuasiconvexLSE")
library(QuasiconvexLSE)

Note that the above package requires an installation CPLEX or Gurobi and the R-package RCPLEX/gurobi Files in the folder titled "ReplicationCode" replicate Figure 5, 6, and 7 of https://arxiv.org/abs/2003.04433.

References

Somabha Mukherjee, Rohit K. Patra, Andrew L. Johnson, and Hiroshi Morita. Least Squares Estimation of a Monotone Quasiconvex Regression Function. 2020. arXiv:2003.04433

somabhamukherjee/QuasiconvexLSE documentation built on June 17, 2021, 6:49 a.m.