View source: R/robust_engine.R
| wald_dtf_test | R Documentation |
Tests H0: mean(y) - theta = 0, i.e. whether the robust scale estimate differs significantly from the naive mean. A significant result indicates meaningful DTF.
wald_dtf_test(y, theta, weights, Vcov_H0, Vcov_raw, k)
y |
Scaling function values. |
theta |
Robust scale estimate. |
weights |
Bi-square weights from IRLS. |
Vcov_H0 |
Covariance of y under H0 (theta plugged in). |
Vcov_raw |
Covariance of y (no theta substitution). |
k |
Bi-square tuning parameter. |
A one-row data.frame.
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