Description Usage Arguments Value
estTuneTest
returns tuning parameter estimates and a test statistic for testing the
appropriateness of heavy tailed C given an observed matrix or tensor, Y.
1 | estTuneTest(Y, lowpen = FALSE)
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a matrix or tensor of observed data |
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a logical value indicating whether or not tuning parameters for
penalizing lower-order unknown mean parameters should be obtained. Tuning parameters for
penalizing lower-order unknown mean parameters, done when |
A list of tuning parameter estimates and a test statistic.
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