This directory contains the command (wrapping scripts) used on the payments data with LSF submissions etc. to obtain the results given in Rempel (2016).

Note: these scripts have not been modified to ensure portability outside of the BoC. 

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Usage:
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Generates Figures 1 - 3 and Tables 1 - 3 of Paper (assuming appropriate payments data supplied in Inputs/) and all associated results

Example:

paper_replication_code


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Contents:
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Sub-directories:
	-`Inputs'
	-`FurfineOutput'
	-`BootData'
	-`TrainingData'
	-`Results'

Organization is the same as given in Replication/

Inputs/ contains the BoC policy rates between 2005 - 2011 used in the paper, all other inputs not publically available.

All other sub-directories are empty (will be populated by the running of paper_replication_code if appropriate payments data included)


Scripts:
	AggregateResults.R - Generates Fig 1 and Tables 1 - 3
	original_furfine_jobs - wrapper for submission of all Furfine algorithm variant 
	bootstrap_sampling - applies the resampling procedure on the daily payments data - output is in BootData
	bootstrap_training - applies the variant of the resampling procedure for training (in testing of kNN variant)  - output is in TrainingData
	furfine_test_jobs - applies the test procedure for all variants (output is in Results/)
	summarize_results_submissions.R - creates the submission instructions for summarizing the results of the test procedure
	summarize_furfine_test_results - (generated by the above R script) 



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Contact Info:
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Mark Rempel, a.mark.rempel@gmail.com


