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convergenceDFM (version 0.1.4)

run_convergence_robustness_tests: Run comprehensive robustness test suite

Description

Executes all available robustness tests (permutation, reweighting, jackknife) and synthesizes results into an integrated assessment.

Usage

run_convergence_robustness_tests(
  results_robust,
  X_matrix,
  Y_matrix,
  path_cpi = NULL,
  path_weights = NULL,
  sector_names = NULL,
  run_permutation = TRUE,
  run_reweighting = FALSE,
  run_jackknife = TRUE,
  run_leadlag = FALSE,
  run_common_factor = FALSE,
  sensitivity_analysis = TRUE,
  verbose = TRUE
)

Value

List with components:

permutation

Results from permutation test.

reweighting

Results from reweighting test (if applicable).

jackknife

Results from jackknife test (if requested).

summary

Data frame summarizing all tests.

overall_robust

Logical indicating if convergence is robust across all tests.

Arguments

results_robust

Output from run_complete_factor_analysis_robust()

X_matrix

Matrix of first set of variables

Y_matrix

Matrix of second set of variables

path_cpi

Path to CPI data (default: NULL)

path_weights

Path to weights data (default: NULL)

sector_names

Vector of sector names (default: NULL)

run_permutation

Logical, run permutation test (default: TRUE)

run_reweighting

Logical, run reweighting test (default: FALSE)

run_jackknife

Logical, run jackknife test (default: TRUE)

run_leadlag

Logical, run lead-lag test (default: FALSE)

run_common_factor

Logical, run common factor test (default: FALSE)

sensitivity_analysis

Logical, run sensitivity analysis (default: TRUE)

verbose

Logical; print progress and diagnostic information. Default TRUE.