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I was trying to experiment with the package by running the examples provided but unfortunately I am finding an error just by running the first lines in the readme file. I attach a reproducible example.
library(optrdd)
sessionInfo()
#> R version 3.6.2 (2019-12-12)#> Platform: x86_64-w64-mingw32/x64 (64-bit)#> Running under: Windows 10 x64 (build 17134)#> #> Matrix products: default#> #> locale:#> [1] LC_COLLATE=English_United Kingdom.1252 #> [2] LC_CTYPE=English_United Kingdom.1252 #> [3] LC_MONETARY=English_United Kingdom.1252#> [4] LC_NUMERIC=C #> [5] LC_TIME=English_United Kingdom.1252 #> #> attached base packages:#> [1] stats graphics grDevices utils datasets methods base #> #> other attached packages:#> [1] optrdd_1.0.2#> #> loaded via a namespace (and not attached):#> [1] compiler_3.6.2 magrittr_1.5 tools_3.6.2 htmltools_0.4.0#> [5] yaml_2.2.1 Rcpp_1.0.3 stringi_1.4.5 rmarkdown_2.1 #> [9] highr_0.8 knitr_1.28 stringr_1.4.0 xfun_0.12 #> [13] digest_0.6.23 rlang_0.4.4 evaluate_0.14# Simple regression discontinuity with discrete Xn=4000; threshold=0X= sample(seq(-4, 4, by=8/41.5), n, replace=TRUE)
W= as.numeric(X>=threshold)
Y=0.4*W+1/ (1+ exp(2*X)) +0.2* rnorm(n)
# using 0.4 for max.second.derivative would have been enoughout.1= optrdd(X=X, Y=Y, W=W, max.second.derivative=0.5, estimation.point=threshold)
#> [1] "Running CVXR/ECOS with problem of size: 4042 x 147..."#> Error in as.vector(data): no method for coercing this S4 class to a vector
print(out.1); plot(out.1, xlim= c(-1.5, 1.5))
#> Error in print(out.1): object 'out.1' not found#> Error in plot(out.1, xlim = c(-1.5, 1.5)): object 'out.1' not found
It looks like this works with the quadprog optimizer, but not with ECOS as implemented via CVXR. I wonder if there's been an API change in CVXR that leads to the issue...
Thank you for making the code available.
I was trying to experiment with the package by running the examples provided but unfortunately I am finding an error just by running the first lines in the readme file. I attach a reproducible example.
Created on 2020-02-11 by the reprex package (v0.3.0)
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