make_flips

It creates a <code>n_flips</code>x<code>n_obs</code> matrix of random +1 and -1. 
The first row is made by ones (i.e. the observed test statistic is computed)

Provides robust tests for testing in GLMs, by sign-flipping score contributions. The tests are robust against overdispersion, heteroscedasticity and, in some cases, ignored nuisance variables. See Hemerik, Goeman and Finos (2020) <doi:10.1111/rssb.12369>.

Livio Finos

flipscores

Robust Score Testing in GLMs, by Sign-Flip Contributions

Jelle J. Goeman

Jesse Hemerik

Riccardo De Santis

make_flips function

<dl><dt>n_obs</dt>
<dd>number of observations</dd>
<dt>n_flips</dt>
<dd>number of flips</dd></dl>

Arguments

It creates a n_flipsxn_obs matrix of random +1 and -1. 
The first row is made by ones (i.e. the observed test statistic is computed) — make_flips

<dl>

<dt>n_obs</dt>
<dd>number of observations</dd>


<dt>n_flips</dt>
<dd>number of flips</dd>

</dl>

It creates a <code>n_flips</code>x<code>n_obs</code> matrix of random +1 and -1. 
The first row is made by ones (i.e. the observed test statistic is computed)

make_flips: It creates a `n_flips`x`n_obs` matrix of random +1 and -1. The first row is made by ones (i.e. the observed test statistic is computed)

Description

Usage

Arguments

Examples