est2.my.ev3: Compute weights of sum-of-weighted-chi2s
Description
Compute weights of sum-of-weighted-chi2sUsage
est2.my.ev3(sig1, sig2, sig, act1, act2, act, include.mean = FALSE)
Arguments
sig1
MLE (covariance matrix) sample 1
sig2
MLE (covariance matrix) sample 2
sig
Pooled MLE (covariance matrix)
include.mean
Should the mean be in cluded in the likelihood?
Value
- Eigenvalues of M, respectively the weights.
Details
*'2nd order simplification':
1) Factor out (1-vi)^(d1+d2) "expansion in dimf>dimg direction (old terminology)"
2) Factor out (1-mu)^d0
*simplified computation of weights is obtained without further invoking H0, or assuming X_u~X_v