Estimation of the C vector

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Description

This function estimates the C vector involved in the function test.EVI for testing the constancy of EVI

Usage

1
Estc.func(y, x, tau = 0.99, M = 2)

Arguments

y

a vector of n untransformed responses

x

a n x p matrix of n observations and p predictors

tau

an upper quantile level close to one

M

a constant larger than one that is used for estimating the c vector and thus K(x) function. The default is two

Value

A p-dimensional vector is returned.