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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.
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 X
n = 4000; threshold = 0
X = 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 enough
out.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 foundCreated on 2020-02-11 by the reprex package (v0.3.0)