argmin.HT.nonsplit {argminCS} | R Documentation |
Perform argmin hypothesis test.
Description
Test if a dimension may be argmin without any splitting.
Usage
argmin.HT.nonsplit(
difference.matrix,
lambda,
sample.mean = NULL,
alpha = 0.05,
scale.input = TRUE
)
Arguments
difference.matrix |
A n by (p-1) difference data matrix (reference dimension - the rest); each of its row is a (p-1)-dimensional vector of differences. |
lambda |
The real-valued tuning parameter for exponential weightings (the calculation of softmin). |
sample.mean |
The sample mean of differences; defaults to NULL. It can be calculated via colMeans(difference.matrix). |
alpha |
The significance level of the hypothesis test; defaults to 0.05. |
scale.input |
A boolean variable specifying whether the input difference matrix should be standardized defaults to TRUE |
Details
This method is not recommended, given its poor performance when p is small.
Value
A list containing:
test.stat.scale | The scaled test statistic |
. critical.value | The critical value for the hypothesis test. Being greater than it leads to a rejection. |
std | The standard deviation estimate. |
ans | 'Reject' or 'Accept' |
[Package argminCS version 1.1.0 Index]