Also called the 'initialization' step in KMS19, this method tries to find at least one initial feasible point, which is required to run the EAM algorithm. ToDo: Investigate whether the feasible point search of Bei (2024) is better. If so, implement it.
feasible_point_search(
test.fun,
hyperparams,
verbose,
picturose = FALSE,
parallel = FALSE
)
Results of the initial feasible point search.
Function that takes a parameter vector as a first argument and returns the test statistic, as well as the critical value.
List of hyperparameters.
Verbosity parameter.
Picturosity flag. If TRUE
, a plot illustrating the
workings of the algorithm will updated during runtime. Default is
picturose = FALSE
.
Flag for whether or not parallel computing should be used.
Default is parallel = FALSE
.
Kaido et al. (2019). Confidence intervals for projections of partially identified parameters. Econometrica. 87(4):1397-1432.