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

Description Usage Arguments Details Value

View source: R/trunc_inf.R

Description

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

Usage

1
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 Dec. 5, 2017, 3:48 a.m.