Description Usage Arguments Details Value
This function computes the truncation set for the Z statistc.
1 2 | intForZAll(method = c("cook", "dffits", "lasso"), constraint, v, z, sigma,
outlier.det)
|
method, |
the outlier detection method, must be one of "cook", "dffits", "lasso". |
constraint, |
the constraint in the response. |
v, |
the contrast vector ν. |
z, |
P_ν^\perp y. |
sigma, |
the noise level σ. |
outlier.det, |
indexes of detected outliers. |
Consider the Z-statistic
Z = ν^T y / (σ ||ν||_2).
This function translates the constraints in the response into the truncation set (which is a union of intervals) for the Z statistic.
This function returns an "Intervals" object.
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