frob_norm_sq

<p>Compute naive / vanilla squared Frobenius Norm of matrix A</p>

This is a tool to find the optimal rerandomization threshold in non-sequential experiments. We offer three procedures based
on assumptions made on the residuals distribution: (1) normality assumed (2) excess kurtosis assumed (3) entire distribution assumed.
Illustrations are included. Also included is a routine to unbiasedly estimate Frobenius norms of variance-covariance matrices.
Details of the method can be found in "Optimal Rerandomization via a Criterion that Provides Insurance Against Failed Experiments"
Adam Kapelner, Abba M. Krieger, Michael Sklar and David Azriel (2020) <arXiv:1905.03337>.

Adam Kapelner

frob_norm_sq: Naive Frobenius Norm Squared

Description

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