An auxiliary function to calculate the values for the Taylor-based Monte-Carlo-approximation for the combined test. After receiving some auxiliary matrices and data, the Monte-Carlo observations are generated, and different parts of the final sum are defined. Based on this, a number of the Taylor-based vectors are calculated, where the number can be chosen.
TaylorCombined(
repetitions,
MSrootHatCov,
CorData,
MvrH1,
MvrH2,
M4,
L,
P,
Q,
nv
)a matrix containing the values of the test vector for a number of repetitions
a number specifying the number of runs for the approximation
the matrix root of the covariance matrix for the Taylor observations
the calculated correlation matrix
an auxiliary matrix for the transformation from vectorized covariances to vectorized correlations
an auxiliary matrix for the transformation from vectorized covariances to vectorized correlations
an auxiliary matrix for the transformation from vectorized covariances to vectorized correlations
an auxiliary matrix for the transformation from vectorized covariances to vectorized correlations
an auxiliary matrix for the transformation from vectorized covariances to vectorized correlations
an auxiliary matrix for the transformation from vectorized covariances to vectorized correlations
vector of sample sizes