evaluate_pca_plug_in {HMC}

Calculate the test statistics on the left-out samples. Called in simple_pc_testing().

Description

Calculate the test statistics on the left-out samples. Called in simple_pc_testing().

Usage

evaluate_pca_plug_in(
  cross_fitting_sample_1,
  cross_fitting_sample_2 = NULL,
  nuisance_collection
)

Arguments

cross_fitting_sample_1

Group 1 sample. Each row is a subject and each column corresponds to a feature.

cross_fitting_sample_2

Group 2 sample. Each row is a subject and each column corresponds to a feature.

nuisance_collection

A collection of nuisance quantities estimated using "nuisance" samples. It is the output of estimate_nuisance_pc().

Value

A list of test statistics.

influence_each_subject_1

Statistics for sample 1.

influence_each_subject_2

Statistics for sample 2.