Ftest: F-test
In HCgglasso: Group-Lasso with Hierarchical Clustering

Perform a F-test

1	Ftest(X, y, varToTest)

`X`	design matrix of size n*p
`y`	response vector of length n
`varToTest`	vector containing the index of the column of X to test

y = X * beta + epsilon

null hypothesis : beta[varToTest] = 0 alternative hypothesis : it exists an index k in varToTest such that beta[k] != 0

The test statistic is based on a full and a reduced model. full : y = X * beta[varToTest] + epsilon reduced : the null model

a vector of the same length as varToTest containing the p-values of the test.

partialFtest

HCgglasso documentation built on May 2, 2019, 4:54 p.m.

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