coefForChisqEachSlice: Compute coeffcients that defines one slice of the truncation...
In shuxiaoc/outference: Valid Inference in Linear Regression Corrected for Outlier Removal

This function computes the coefficients (A, B, C) that defines one slice of the truncation set for the chi-squared statistic.

1	coefForChisqEachSlice(Q, a = NULL, b = NULL, w, z, sigma)

`Q,`	a matrix.
`a,`	a vector.
`b,`	a scaler.
`w, z,`	coefficients related to chi-squared statistic.
`sigma,`	the noise level σ.

The constraint in the response {y^T Q y + a^T y + b ≥ 0} is equivalent to {AZ^2 + BZ + C ≥ 0} for some scaler coefficients (A, B, C).

This function returns a vector of scaler coefficients (A, B, C).

shuxiaoc/outference documentation built on July 8, 2019, 8:30 p.m.

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