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SemiEstimate

author: JinhuaSu

breif introduction

Semi-parametric estimation problem can be solved by two-step Newton-Raphson iteration. The implicit Profiling method(our arXiv paper with the title of “Implicit Profiling Estimation for Semiparametric Models with Bundled Parameters” is available at https://arxiv.org/abs/2108.07928.) is an improved method of two-step NR iteration especially for the implicit-bundled type of the parametric part and non-parametric part. This package provides a function semislv() supporting the above two methods and numeric derivative approximation for unprovided Jacobian matrix.

designer

• S3 usage

• functional object

• there is a global varible s3 -> final result

• there are different small function to modify it

• function factory + s3

develop log

2021.8.16

• check the description done
• add liuyang code for the vignettes part translate the rmd or comment some done
• add basic test for validation pick
• write a paragraph

2021.8.5

• add the pdf doc pick done
• debug for the basic experiments done
• fix the BBoptim done
• to solve alpha problem for the simple case done
• give a simple outline for liuyang to do the after writing doing
• add some check and automatic test: add basic test

2021.8.4

• Nice chance to find the simulation results as liu yang pick
• add the oxygen doc and the pdf doc

2021.7.26

• read R package and run a simple package pick
• remove the unessary part of my package and run it
• add more nessary part for meta test
• change the case into the my package wrapper
• debugging
  • use do.call to replace the all the ellipsis
  • think about a tiny structure to refract the current the code

https://stackoverflow.com/questions/30283389/packing-and-unpacking-elements-from-list-in-r

finding a useful method for realizing the two part: (1) mget (2) list2env (3) ellipsis(The ellipsis is a powerful tool for extending functions. Unfortunately this power comes at a cost: misspelled arguments will be silently ignored. The ellipsis package provides a collection of functions to catch problems and alert the user.)

usage

a function:

build jac_list: check name is correct

new_Date <- function(x = double()) {
  stopifnot(is.double(x))
  structure(x, class = "Date")
}

new_Date(c(-1, 0, 1))
#> [1] "1969-12-31" "1970-01-01" "1970-01-02"

semislv <- function(theta0, lambda0, Phi_fn, Psi_fn, jac = list(), …, method = c(“iterative”, “implicit”), jacobian=FALSE, control=list())

all build function should be the constructor:

https://adv-r.hadley.nz/s3.html

S3

eqfns(class):

$Phi_fn

$Psi_fn

jac(class):

$Phi_der_theta_fn

$Phi_der_lambda_fn

$Psi_der_theta_fn

$Psi_der_lambda_fn

constructor: new_jac -> function() validator: check the expression name if there is (iter2)

quasijac(class):

$Phi_der_theta_fn

$Phi_der_lambda_fn

$Psi_der_theta_fn

$Psi_der_lambda_fn

constructor: new_jac -> function() validator: check the expression name if there is (iter2)

semijac(class):

$Phi_der_theta_fn

$Phi_der_lambda_fn

$Psi_der_theta_fn

$Psi_der_lambda_fn

constructor: new_jac -> function() validator: check the expression name if there is (iter2)

diyjac(class):

$ordered_fn

$itermedials(class)

$return_fn

constructor: new_jac -> function() validator: check the expression name if there is (iter2)

iterspace(class): -> {“ITAT”,“IPAT”,“ITHM”,“IPHM”}

$initials(base list)

$eqfns

$jac_like

$iter_step

$update_delta

$parameters(base list): copy from initial at the step 1

resspace(list)

iterspace -> respace

fn

generic:

update(iterspace) -> (iterspace, iter_over_flag)

update.ITAT

update.IPAT

update.ITHM

update.IPHM

savestats(resspace, iterspace)

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.