intForZAll: Compute the truncation set for Z statistic

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

Description

This function computes the truncation set for the Z statistc.

Usage

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 July 8, 2019, 8:30 p.m.