Get Chi Square Weights

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

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

Value

The weights \((w_1, w_2)\)

Details

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

Dependencies: None