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Functions | |
void | C_standardize (const double *t, const double *mu, const double *Sigma, int pq, double tol, double *ans) |
double | C_maxabsTestStatistic (const double *t, const double *mu, const double *Sigma, int pq, double tol) |
double | C_quadformTestStatistic (const double *t, const double *mu, const double *SigmaPlus, int pq) |
double C_maxabsTestStatistic | ( | const double * | t, | |
const double * | mu, | |||
const double * | Sigma, | |||
int | pq, | |||
double | tol | |||
) |
Maximum absolute values of standardized statistics
t | the vector of statistics | |
mu | expectations | |
Sigma | covariance matrix | |
pq | dimension of t | |
tol | tolerance for variances |
Definition at line 66 of file TestStatistic.c.
References C_absstandardize(), and C_max().
double C_quadformTestStatistic | ( | const double * | t, | |
const double * | mu, | |||
const double * | SigmaPlus, | |||
int | pq | |||
) |
Quadratic form t(t - mu) SigmaPlus (t - mu)
t | the vector of statistics | |
mu | expectations | |
SigmaPlus | Moore-Penrose inverse | |
pq | dimension of t |
Definition at line 110 of file TestStatistic.c.
void C_standardize | ( | const double * | t, | |
const double * | mu, | |||
const double * | Sigma, | |||
int | pq, | |||
double | tol, | |||
double * | ans | |||
) |
Standardizes a statistic t of length pq with mean mu and covariance Sigma for variances > tol
t | the vector of statistics | |
mu | expectations | |
Sigma | covariance matrix | |
pq | dimension of t | |
tol | tolerance for variances | |
ans | return value; a pointer to a REALSXP-vector of length pq |
Definition at line 23 of file TestStatistic.c.