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TestStatistic.h File Reference

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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)


Function Documentation

double C_maxabsTestStatistic const double *  t,
const double *  mu,
const double *  Sigma,
int  pq,
double  tol
 

Maximum absolute values of standardized statistics

Parameters:
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().

Referenced by C_TestStatistic(), and R_maxabsTestStatistic().

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double C_quadformTestStatistic const double *  t,
const double *  mu,
const double *  SigmaPlus,
int  pq
 

Quadratic form t(t - mu) SigmaPlus (t - mu)

Parameters:
t the vector of statistics
mu expectations
SigmaPlus Moore-Penrose inverse
pq dimension of t

Definition at line 110 of file TestStatistic.c.

Referenced by C_TestStatistic(), and R_quadformTestStatistic().

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

Parameters:
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.

Referenced by C_absstandardize(), C_Node(), and R_splitcategorical().


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