Obtain the test statistic by minimizing the S-function over the feasible region \(\beta(r)\).
get.test.statistic(
beta.init,
data,
par.space,
t,
hp,
c,
r,
inst.func.evals = NULL
)
A list containing the value of the test statistic and the parameter at which this value was attained.
Starting value of minimization algorithm.
Data frame.
Matrix containing the bounds on the parameter space.
Time point at which to evaluate beta. Also allowed to be a vector of time points (used in estimating the model under assumed time- independent coefficients).
List of hyperparameters.
Projection vector
hypothesised value of the projection.
Matrix of precomputed instrumental function
evaluations for each observation in the data set. If NULL
, the
evaluations will be computed during execution of this function. Default is
inst.func.evals = NULL
.