get_score: Computes the score statistic

In tk382/covarianceBP: Analysis of Continuously Varying Correlation

Description

Computes the score statistic

Usage

get_score(x, y1, y2)

Arguments

x	covariate matrix to test
y1	vector of first variable
y2	vector of second variable

Value

double score statistic

Examples

x = rnorm(100)
y1 = rnorm(100)
y2 = rnorm(100)
q = get_score(x, y1, y2)

tk382/covarianceBP documentation built on July 14, 2020, 4:01 p.m.