Used in the M-step (get.starting.values.R). ToDo: Adapt this code so as to also perform sample space contractions as in the MatLab implementation of Bei (2024).
draw.sv.init(theta.hash, dir, hyperparams, EI.fun)
Initial set of starting values.
Tentative optimal value for theta, i.e., the largest or smallest feasible value for theta (if dir = 1 or dir = -1, respectively). A 'feasible value' is one that satisfies all moment restrictions.
Search direction. dir = 1
corresponds to looking for an
upper bound. dir = -1
corresponds to looking for a lower bound.
List of hyperparameters.
Function used to compute the expected improvement. See also
EI
.
Bei, X. (2024). Local linearieation based subvector inference in moment inequality models. Journal of Econometrics. 238:105549-