est2.my.ev3: Compute weights of sum-of-weighted-chi2s

Description Usage Arguments Details Value Author(s)

View source: R/diffnet.R

Description

Compute weights of sum-of-weighted-chi2s

Usage

1
est2.my.ev3(sig1, sig2, sig, act1, act2, act, include.mean = FALSE)

Arguments

sig1

MLE (covariance matrix) sample 1

sig2

MLE (covariance matrix) sample 2

sig

Pooled MLE (covariance matrix)

act1

Active-set sample 1

act2

Active-set sample 2

act

Pooled active-set

include.mean

Should the mean be in cluded in the likelihood?

Details

*'2nd order simplification': 1) Factor out (1-vi)^(d1+d2) "expansion in dimf>dimg direction (old terminology)" 2) Factor out (1-mu)^d0 *simplified computation of weights is obtained without further invoking H0, or assuming X_u~X_v

Value

Eigenvalues of M, respectively the weights.

Author(s)

n.stadler


nethet documentation built on Nov. 8, 2020, 6:54 p.m.