coefForFEachSlice: Compute coeffcients that defines one slice of the truncation...

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

Description

This function computes the coefficients (x_11, x_12, x_22, x_1, x_2, x_0) that defines one slice of the truncation set for the F statistic.

Usage

coefForFEachSlice(Q, a, b, wDelta, w2, z, r, tol = 1e-10)

Arguments

Q,	a matrix.
a,	a vector.
b,	a scaler.
wDelta, w2, z, r	coefficients related to F statistic.
tol,	if the absolute value of a quantity is less than tol, then set it to 0.

Details

The constraint in the response {y^T Q y + a^T y + b ≥ 0} is equivalent to an inequality constraint in the F statistic, where the inequality is parameterized by (x_11, x_12, x_22, x_1, x_2, x_0).

Value

This function returns a list of scaler coefficients (x11, x12, x22, x1, x2, x0).

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