FLAG (version 0.1)

InferWald: Infer by the Wald test.

Description

Infer by the Wald test.

Usage

InferWald(Omega.inv, n, K, Y.vec, Gamma_e)

Value

List, the covariance matrix, which is the inverse of the Fisher information matrix, inferred by the Wald test, the estimated off-diagonal element eta in the matrix Gamma_epsilon, the standard error of eta, the p-value of eta, the estimated partial correlation rho, the standard error of rho, the p-value of rho.

Arguments

Omega.inv

Matrix, with size (2n)*(2n).

n

Integer.

K

Matrix, with size n*n.

Y.vec

Matrix, with size (2*n)*1, the vectorized Y.

Gamma_e

Matrix, with size 2*2.

Examples

# \donttest{
InferWald(Omega.inv, n, K, Y.vec, Gamma_e)
# }