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BlockwiseRankTest (version 0.1.0)

Cov_mu.v: Covariance and Expectation (Vectorized Form)

Description

Computes the asymptotic covariance matrix and expectation (mu) vector for the vectorized BRISE statistic under the pattern-wise permutation null distribution, based on rank matrix R and the list of pattern indicator. Used to form the quadratic statistic and its chi-square approximation.

Usage

Cov_mu.v(R, m_, n_, ptn_list)

Value

List with two elements:

Cov

Covariance matrix corresponding to the vector of pair-wise statistics.

mu

Expectation vector for those pair-wise statistics under the null.

Arguments

R

Numeric symmetric rank matrix (N × N).

m_

Integer vector. X's sample sizes in each pattern.

n_

Integer vector. Y's sample sizes in each pattern.

ptn_list

List of integer vectors that indexes observations sharing the same missing pattern.