calc_gam_star: A helper function for 'mv_pn_test', calculating the test...

In amp: Statistical Test for the Multivariate Point Null Hypotheses

A helper function for mv_pn_test, calculating the test statistic for both the vector of parameter estimates, and the draws from the corresponding estimated limiting distribution.

Description

A helper function for mv_pn_test, calculating the test statistic for both the vector of parameter estimates, and the draws from the corresponding estimated limiting distribution.

Usage

calc_gam_star(obs_data, param_est, control, lm_dst = NULL, return_lmd = FALSE)

Arguments

obs_data	The observed data used to calculate the test statistic. Each row is an observation and each column corresponds to either the outcome (first column) or a covariate.
param_est	A function used to estimate both they parameter of interest and the IC of the corresponding estimator.
control	A list providing control arguments for the function.
lm_dst	A list containing an estimate of the limiting distribution and corresponding norm specific test cutoffs if it is provided.
return_lmd	Boolean for whether to return the estimated limiting distribution.

Value

Calculated test statistic for the given data.

amp documentation built on April 6, 2022, 9:06 a.m.