optionsRmosek

list. Each set of options should be passed as a
list, with the name of each entry being the name of the class
of options. For example, options for double parameters should
be contained in the entry<code>dparam = list(BASIS_TOL_X = 1e-06)</code>.

options

boolean, indicates whether or not the function should
provide output when obtaining bounds. The output provided is
the same as what Mosek would send to the console.

debug

This function constructs a list of options to be parsed when
<code>solver</code> is set to <code>Rmosek</code>. This function really
implements the default feasibility tolerances.

The marginal treatment effect was introduced by Heckman and
Vytlacil (2005) <doi:10.1111/j.1468-0262.2005.00594.x> to provide a
choice-theoretic interpretation to instrumental variables models that
maintain the monotonicity condition of Imbens and Angrist (1994)
<doi:10.2307/2951620>. This interpretation can be used to extrapolate from
the compliers to estimate treatment effects for other subpopulations. This
package provides a flexible set of methods for conducting this
extrapolation. It allows for parametric or nonparametric sieve estimation,
and allows the user to maintain shape restrictions such as monotonicity. The
package operates in the general framework developed by Mogstad, Santos and
Torgovitsky (2018) <doi:10.3982/ECTA15463>, and accommodates either point
identification or partial identification (bounds). In the partially
identified case, bounds are computed using either linear programming
or quadratically constrained quadratic programming. Support for
four solvers is provided. Gurobi and the Gurobi R API
can be obtained from <http://www.gurobi.com/index>. CPLEX can be obtained
from <https://www.ibm.com/analytics/cplex-optimizer>. CPLEX R APIs 'Rcplex'
and 'cplexAPI' are available from CRAN. MOSEK and the MOSEK R API can be
obtained from <https://www.mosek.com/>. The lp_solve library is freely
available from <http://lpsolve.sourceforge.net/5.5/>, and is included when
installing its API 'lpSolveAPI', which is available from CRAN.

optionsRmosek: Function to parse options for Gurobi

Description

Usage

Arguments

Value