Given a response and predictors, the null hypothesis of a parametric regression function is tested versus a large-dimensional alternative in the form of a union of polyhedral convex cones.
| Package: | DoubleCone |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2013-10-24 |
| License: | GPL-2 | GPL-3 |
The doubconetest function is the generic version. The user provides an irreducible constraint matrix that defines two convex cones; the intersection of the cones is the null space of the matrix. The function provides a p-value for the test that the expected value of a vector is in the null space using the double-cone alternative.
Given a vector y and a design matrix X, the agconst function performs a test of the null hypothesis that the expected value of y is constant versus the alternative that it is monotone (increasing or decreasing) in each of the predictors.
The function partlintest performs a test of a linear model versus a partial linear model, using a double-cone alternative.
TBA