coefForChisqStatistic: Compute the coefficients related to truncated chi-squared...

In shuxiaoc/outference: Valid Inference in Linear Regression Corrected for Outlier Removal

Description

This function computes the coefficients related to the truncated chi-squared test.

Usage

coefForChisqStatistic(y, X, sigma, outlier.det, g)

Arguments

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.

Value

This function returns a list of (M, Mc, g, gc, P, chi, w, z, df). See the manuscript for details of those quantities.

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