Description Usage Arguments Value
This function computes the coefficients related to the truncated chi-squared test.
1 | coefForChisqStatistic(y, X, sigma, outlier.det, g)
|
y, |
the response. |
X, |
the design matrix (including intercepts). |
sigma, |
the noise level σ. |
outlier.det, |
indexes of outliers detected. |
g, |
a subset of [p] indicating which group structure to test. |
This function returns a list of (M, Mc, g, gc, P, chi, w, z, df)
.
See the manuscript for details of those quantities.
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