Description Usage Arguments Details Value Author(s)
Compute weights of sum-of-weighted-chi2s
1 | est2.my.ev3(sig1, sig2, sig, act1, act2, act, include.mean = FALSE)
|
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? |
*'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
Eigenvalues of M, respectively the weights.
n.stadler
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