p_find_sECM: p_find_sECM performs a bisection search, finds an s such that...

Description Usage Arguments

View source: R/ECM_functions.r

Description

p_find_sECM performs a bisection search, finds an s such that FirstDer(s)=log(lambdaECM)

Usage

1
p_find_sECM(lambdaECM, N1, N2, sigma_eigv)

Arguments

lambdaECM

The value of the ECM statistic.

N1

Number of rows in matrix 1

N2

Number of rows in matrix 2

sigma_eigv

A vector of eigenvalues of (Sigma11)*(inv-Sigma22)


chvrngit/wmpvaer documentation built on July 30, 2018, 11:15 p.m.