This repo contains all final versions of simulations and Rworkspace. Note that the source codes are only used for internal simulations and are not polished well to the latest version.
Explanations On Simulations
Main Settings
- homo_case.R: investigates settings S1 to S5 when homo errors.
- hetero_case.R: investigates settings S1 to S5 when hetero errors.
- homo_case_S2.R: investigates varying violation strengths ($\tau$) for S2 when homo errors.
- hetero_case_S2.R: investigates varying violation strengths ($\tau$) for S2 when hetero errors.
Tuning Parameters
- simu_illustrate_LUa.R: illustrates varying initial intervals and grid-size (LUa) effect on Searching and Sampling for S1 and S2 when homo errors.
- simu_illustrate_Lua_additional.R: Specifically for Searching method, it adds a few more options on grid-size based on the above one.
- simu_illustrate_S0.R: investigates the setting S0 for varying thresholds.
- simu_illustrate_samplingLambda.R: illustrates the effect of varying proportions on Sampling method for settings S1 to S5
- simu_illustrate_samplingM.R: illustrates the effect of sampling times M on Sampling method for settings S1 and S2
- simu_bootstrap.R: compares the bootstrap threshold vs. regular threshold for Searching method for settings S1 to S5
- simu_filtering.R: compares filtering vs. non-filtering effects on Sampling method for settings S1 to S5
Others
- simu_highd_pz100.R: investigates SearchingSampling on high-d S2 setting when $p_z=100$
- simu_highd_pz200.R: investigates SearchingSampling on high-d S2 setting when $p_z=200$
- simu_CIIV.R: investigates SearchingSampling on settings CIIV-1 and CIIV-2
- simu_threshold_S2.R: computes the $max_{T_{j,k}}$ for setting S2
- homo_S2_hists.R: get point estimators of TSHT and CIIV method for setting S2, prepared for later histograms
Summary & RDatas
- summary.R: For each task, it reads the relevant RDatas and either outputs latex tables or figures as demanded.
- RDatas: the file contains all Rworkspace.
RealData
- RealData: contains Econ datasets and R files to clean and compare all methods on it.