EAM {depCensoring} | R Documentation |
Main function to run the EAM algorithm
Description
This function implements the EAM search strategy as described in
Kaido, Molinari and Stoye (2019). This is a generic function, requiring the
specification of a test function (test.fun
), as well as the
specification of the parameter space (hyperparams
).
Usage
EAM(
dir,
test.fun,
hyperparams,
evaluations = NULL,
time.run.duration = FALSE,
verbose = 0,
picturose = FALSE
)
Arguments
dir |
The direction of the test. |
test.fun |
The test function to be inverted in order to obtain the
identified set. It should take a scalar parameter as argument (i.e. the
specified value of a component of the full parameter vector) and return a
list with named elements |
hyperparams |
A list of hyperparameters needed in order for this method
to run (see |
evaluations |
Matrix of already evaluated points, of which at least one
is feasible. When |
time.run.duration |
Boolean value indicating whether to time each step
in the EAM algorithm. Requires |
verbose |
Boolean value indicating whether or not to print run time
updates to the console. Default is |
picturose |
Boolean value indicating whether or not to visualize the
identified set search. Default is |
Value
List containing the evaluations of the test statistic and critical values, convergence information, and run times.
References
Kaido et al. (2019). Confidence intervals for projections of partially identified parameters. Econometrica. 87(4):1397-1432.