getChi2Weights {flintyR}

Get Chi Square Weights

Description

Computes weights for the asymptotic random variable from the \alpha, \beta and \gamma computed of data array \mathbf{X}.

Usage

getChi2Weights(alpha, beta, gamma, N)

Arguments

alpha

covariance matrix entry computed from getCov

beta

covariance matrix entry computed from getCov

gamma

covariance matrix entry computed from getCov

N

The sample size, i.e., nrow(X) where X is the original dataset

Details

This is used in the large P asymptotics of the permutation test.

Dependencies: None

Value

The weights (w_1, w_2)