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conroylau / lpinfer

lpinfer: An R Package for Inference in Linear Programs
GNU General Public License v3.0
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Return cv.table for all procedures #63

Closed a-torgovitsky closed 4 years ago

a-torgovitsky commented 4 years ago

The cv.table return for fsst is very nice. It would be good to have something similar for the other testing procedures. Of course, they would not have the "Cone" or "Range" parts.

conroylau commented 4 years ago

Done! I have added a new R file which contains the functions that are related to generating cv.table for the testing procedures (dkqs, fsst and subsample). I have merged the code that was used to construct cv.table in fsst with the functions in this new file to prevent code duplication.

A sample output for the cv.table in dkqs is:

              tau    0.05     0.7
           Sample 0.01746 0.01746
 Bootstrap 99% CV 0.18656 0.72506
 Bootstrap 95% CV 0.09180 0.57993
 Bootstrap 90% CV 0.05537 0.50484

A sample output for the cv.table in subsample is:

              phi     0.8
           Sample 0.00055
 Bootstrap 99% CV 0.00984
 Bootstrap 95% CV 0.00562
 Bootstrap 90% CV 0.00426

The output for the cv.table in fsst is the same as before.

Thanks!