intForZAll: Compute the truncation set for Z statistic

Description Usage Arguments Details Value

View source: R/trunc_inf.R

Description

This function computes the truncation set for the Z statistc.

Usage

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

Arguments

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.

Details

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.

Value

This function returns an "Intervals" object.


shuxiaoc/outference documentation built on Dec. 5, 2017, 3:48 a.m.