intForChisqAll: Compute the truncation set for chi-squared statistic

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

Description

This function computes the truncation set for the chi-squared statistc.

Usage

intForChisqAll(method = c("cook", "dffits", "lasso"), constraint, w, z, sigma,
  outlier.det)

Arguments

method,	the outlier detection method, must be one of "cook", "dffits", "lasso".
constraint,	the constraint in the response.
w, z,	coefficiens related to chi-squared statistic
sigma,	the noise level σ.
outlier.det,	indexes of detected outliers.

Details

This function translates the constraints in the response into the truncation set (which is a union of intervals) for the chi-squared statistic.

Value

This function returns an "Intervals" object.

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