Calpha.slash: Evaluate C(alpha).

In fxjulio/slash: Slash reparametrized

Description

Evaluate C(alpha) for three cases according knows parameters.

Usage

Calpha.slash(Y, test = c("case1", "case2", "equicorr", "mequ", "sequ",
  "msequ"), mu0 = NULL, Sigma0 = NULL, eta0 = NULL)

Arguments

Y	Matrix of slash samples (n rows and p columns).
test	c("case1", "case2", "equicorr", "mequ")
mu0	H0 proposed mu parameter. Default NULL.
Sigma0	H0 proposed Sigma parameter. Default NULL.
eta0	H0 proposed eta parameter. Default NULL.

Details

C(alpha) is based in sqrt(n)-consistent estimators. Only three cases are implemented. Case 1: mu is know Case 2: Sigma is know Case 3: Case 4: sigma_11=...=sigma_pp and sigma_ij=sigma_lk for i neq j and l neq k Case 5: mu_1=...=mu_p Case 6: sigma_11=...=sigma_pp Case 7: mu_1=...=mu_p and sigma_11=...=sigma_pp

Value

A list with C.alpha, p.value, k1, estimated values sv values and test applied.

Examples

n <- 1000
p <- 2
eta <- 0.25
Y <- sim.slash( n, rep(0, p), matrix(c(2,0,0,3),2,2), eta )

Calpha.slash( Y, test="case1", mu0=c(0,0) )

Calpha.slash( Y, test="case2", Sigma0=diag(p) )

fxjulio/slash documentation built on May 28, 2019, 8:40 p.m.