getTestThreshold: Get the Threshold for a General Quadratic Test
In ammeir2/PSAT: Inference after Selection with Aggregate Testing
Description
Usage
Arguments
Value
See Also
Description
Computes the upper quantile of the distribution of a quadratic
form:
y' K y,
where y ~ N(0, Σ) and K is
positive semi-definite. This quantile is approximated using the
liu method.
Usage
1
getTestThreshold(alpha, sigma, testMat)
Arguments
alpha
the upper quantile of the distribution/significance
level of the quadratic test.
sigma
the covariance of y.
testMat
the test matrix K.
Value
a numeric threshold for the quadratic test.
See Also
ammeir2/PSAT documentation built on May 27, 2019, 7:40 a.m.
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Description Usage Arguments Value See Also
Description
Computes the upper quantile of the distribution of a quadratic form:
y' K y,
where y ~ N(0, Σ) and K is
positive semi-definite. This quantile is approximated using the
liu method.
Usage
1 | getTestThreshold(alpha, sigma, testMat)
|
Arguments
alpha |
the upper quantile of the distribution/significance level of the quadratic test. |
sigma |
the covariance of y. |
testMat |
the test matrix K. |
Value
a numeric threshold for the quadratic test.
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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