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

In conroylau/lpinfer: An R Package for Inference in Linear Programs

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{\beta}}_{\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. 25, 2024, 4 a.m.