mv_pn_test
, calculating the test statistic
for both the vector of parameter estimates, and the draws from
the corresponding estimated limiting distribution.A helper function for mv_pn_test
, calculating the test statistic
for both the vector of parameter estimates, and the draws from
the corresponding estimated limiting distribution.
calc_gam_star(obs_data, param_est, control, lm_dst = NULL, return_lmd = FALSE)
The observed data used to calculate the test statistic. Each row is an observation and each column corresponds to either the outcome (first column) or a covariate.
A function used to estimate both they parameter of interest and the IC of the corresponding estimator.
A list providing control arguments for the function.
A list containing an estimate of the limiting distribution and corresponding norm specific test cutoffs if it is provided.
Boolean for whether to return the estimated limiting distribution.
Calculated test statistic for the given data.