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convergenceDFM (version 0.1.4)

test_reweighting_robustness: Reweighting-based robustness test

Description

Tests sensitivity of convergence results to alternative sectoral weighting schemes by re-running Bayesian disaggregation and full pipeline with perturbed weights.

Usage

test_reweighting_robustness(
  path_cpi,
  path_weights,
  X_matrix,
  max_comp = 3,
  verbose = TRUE
)

Value

List with components:

lambda_distribution

Matrix of lambda estimates across schemes.

original_lambda

Baseline lambda from original weights.

robust_factors

Logical vector indicating robust convergence.

sensitivity_metrics

Summary statistics of sensitivity.

Arguments

path_cpi

Path to CPI data file

path_weights

Path to weights data file

X_matrix

Matrix of variables

max_comp

Maximum number of components (default: 3)

verbose

Logical; print progress and diagnostic information. Default TRUE.