coefForZEachSlice: 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 (A, B, C) that defines one slice of the truncation set for the Z statistic.

Usage

coefForZEachSlice(Q, a = NULL, b = NULL, v, z, sigma)

Arguments

Q,	a matrix.
a,	a vector.
b,	a scaler.
v,	the contrast vector ν.
z,	P_ν^\perp y.
sigma,	the noise level σ.

Details

Consider the Z-statistic

Z = ν^T y / (σ ||ν||_2).

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).

Value

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

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