fsst.range: Computes the range component of the test statistics

View source: R/fsst.R

fsst.rangeR Documentation

Computes the range component of the test statistics

Description

This function computes the range component of the test statistics in the fsst procedure.

Usage

fsst.range(n, beta.obs.hat, x.star, lpmodel, weight.mat.root)

Arguments

n

The sample size. This is only required if data is omitted in the input.

beta.obs.hat

The sample estimator \widehat{\bm{β}}_{\mathrm{obs}, n} based on the given information in lpmodel (and data if applicable).

x.star

The optimal value from beta.star.qp.

lpmodel

The lpmodel object.

weight.mat.root

The matrix square root of weight.mat.

Value

Returns the range test statistic.

range

The sample range test statistic.


conroylau/lpinfer documentation built on Oct. 23, 2022, 9:21 a.m.