\hypertarget{LinearStatistic_8h}{
\section{Linear\-Statistic.h File Reference}
\label{LinearStatistic_8h}\index{LinearStatistic.h@{LinearStatistic.h}}
}


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\subsection*{Functions}
\begin{CompactItemize}
\item 
void \hyperlink{LinearStatistic_8h_a0}{C\_\-Linear\-Statistic} (const double $\ast$x, const int p, const double $\ast$y, const int q, const double $\ast$weights, const int n, double $\ast$ans)
\item 
void \hyperlink{LinearStatistic_8h_a1}{C\_\-Expect\-Covar\-Influence} (const double $\ast$y, const int q, const double $\ast$weights, const int n, SEXP ans)
\item 
void \hyperlink{LinearStatistic_8h_a2}{C\_\-Expect\-Covar\-Linear\-Statistic} (const double $\ast$x, const int p, const double $\ast$y, const int q, const double $\ast$weights, const int n, const SEXP expcovinf, SEXP ans)
\item 
void \hyperlink{LinearStatistic_8h_a3}{C\_\-Permuted\-Linear\-Statistic} (const double $\ast$x, const int p, const double $\ast$y, const int q, const int n, const int nperm, const int $\ast$indx, const int $\ast$perm, double $\ast$ans)
\item 
SEXP \hyperlink{LinearStatistic_8h_a4}{R\_\-Expect\-Covar\-Influence} (SEXP y, SEXP weights)
\end{CompactItemize}


\subsection{Function Documentation}
\hypertarget{LinearStatistic_8h_a1}{
\index{LinearStatistic.h@{Linear\-Statistic.h}!C_ExpectCovarInfluence@{C\_\-ExpectCovarInfluence}}
\index{C_ExpectCovarInfluence@{C\_\-ExpectCovarInfluence}!LinearStatistic.h@{Linear\-Statistic.h}}
\subsubsection[C\_\-ExpectCovarInfluence]{\setlength{\rightskip}{0pt plus 5cm}void C\_\-Expect\-Covar\-Influence (const double $\ast$ {\em y}, const int {\em q}, const double $\ast$ {\em weights}, const int {\em n}, SEXP {\em ans})}}
\label{LinearStatistic_8h_a1}


Conditional expectation and covariance of the influence function\par
 \begin{Desc}
\item[Parameters:]
\begin{description}
\item[{\em y}]values of the influence function \item[{\em q}]dimension of the influence function \item[{\em weights}]case weights \item[{\em n}]number of observations \item[{\em ans}]return value; an object of class `Expect\-Covar\-Influence'\end{description}
\end{Desc}


Definition at line 101 of file Linear\-Statistic.c.

References PL2\_\-covariance\-Sym, PL2\_\-expectation\-Sym, and PL2\_\-sumweights\-Sym.

Referenced by C\_\-Global\-Test(), C\_\-Lin\-Stat\-Exp\-Cov(), C\_\-surrogates(), and R\_\-Expect\-Covar\-Influence().\hypertarget{LinearStatistic_8h_a2}{
\index{LinearStatistic.h@{Linear\-Statistic.h}!C_ExpectCovarLinearStatistic@{C\_\-ExpectCovarLinearStatistic}}
\index{C_ExpectCovarLinearStatistic@{C\_\-ExpectCovarLinearStatistic}!LinearStatistic.h@{Linear\-Statistic.h}}
\subsubsection[C\_\-ExpectCovarLinearStatistic]{\setlength{\rightskip}{0pt plus 5cm}void C\_\-Expect\-Covar\-Linear\-Statistic (const double $\ast$ {\em x}, const int {\em p}, const double $\ast$ {\em y}, const int {\em q}, const double $\ast$ {\em weights}, const int {\em n}, const SEXP {\em expcovinf}, SEXP {\em ans})}}
\label{LinearStatistic_8h_a2}


Conditional expectation and covariance of the a linear statistic\par
 \begin{Desc}
\item[Parameters:]
\begin{description}
\item[{\em x}]values of the transformation \item[{\em p}]dimension of the transformation \item[{\em y}]values of the influence function \item[{\em q}]dimension of the influence function \item[{\em weights}]case weights \item[{\em n}]number of observations \item[{\em expcovinf}]an object of class `Expect\-Covar\-Influence' \item[{\em ans}]return value; an object of class `Expect\-Covar'\end{description}
\end{Desc}


Definition at line 213 of file Linear\-Statistic.c.

References C\_\-kronecker(), PL2\_\-covariance\-Sym, PL2\_\-expectation\-Sym, and PL2\_\-sumweights\-Sym.

Referenced by C\_\-Lin\-Stat\-Exp\-Cov(), and R\_\-Expect\-Covar\-Linear\-Statistic().

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\hypertarget{LinearStatistic_8h_a0}{
\index{LinearStatistic.h@{Linear\-Statistic.h}!C_LinearStatistic@{C\_\-LinearStatistic}}
\index{C_LinearStatistic@{C\_\-LinearStatistic}!LinearStatistic.h@{Linear\-Statistic.h}}
\subsubsection[C\_\-LinearStatistic]{\setlength{\rightskip}{0pt plus 5cm}void C\_\-Linear\-Statistic (const double $\ast$ {\em x}, const int {\em p}, const double $\ast$ {\em y}, const int {\em q}, const double $\ast$ {\em weights}, const int {\em n}, double $\ast$ {\em ans})}}
\label{LinearStatistic_8h_a0}


Computes the linear statistic, formula (1) in the paper\par
 \begin{Desc}
\item[Parameters:]
\begin{description}
\item[{\em x}]values of the transformation \item[{\em p}]dimension of the transformation \item[{\em y}]values of the influence function \item[{\em q}]dimension of the influence function \item[{\em weights}]case weights \item[{\em n}]number of observations \item[{\em ans}]return value; a pointer to a REALSXP-vector of length pq\end{description}
\end{Desc}


Definition at line 23 of file Linear\-Statistic.c.

Referenced by C\_\-Lin\-Stat\-Exp\-Cov(), C\_\-Monte\-Carlo(), and R\_\-Linear\-Statistic().\hypertarget{LinearStatistic_8h_a3}{
\index{LinearStatistic.h@{Linear\-Statistic.h}!C_PermutedLinearStatistic@{C\_\-PermutedLinearStatistic}}
\index{C_PermutedLinearStatistic@{C\_\-PermutedLinearStatistic}!LinearStatistic.h@{Linear\-Statistic.h}}
\subsubsection[C\_\-PermutedLinearStatistic]{\setlength{\rightskip}{0pt plus 5cm}void C\_\-Permuted\-Linear\-Statistic (const double $\ast$ {\em x}, const int {\em p}, const double $\ast$ {\em y}, const int {\em q}, const int {\em n}, const int {\em nperm}, const int $\ast$ {\em indx}, const int $\ast$ {\em perm}, double $\ast$ {\em ans})}}
\label{LinearStatistic_8h_a3}


Linear Statistic with permuted indices\par
 \begin{Desc}
\item[Parameters:]
\begin{description}
\item[{\em x}]values of the transformation \item[{\em p}]dimension of the transformation \item[{\em y}]values of the influence function \item[{\em q}]dimension of the influence function \item[{\em n}]number of observations \item[{\em nperm}]number of permutations \item[{\em indx}]indices for the x-part \item[{\em perm}](permuted) indices for the y-part \item[{\em ans}]return value; a pointer to a REALSXP-vector of length pq\end{description}
\end{Desc}


Definition at line 351 of file Linear\-Statistic.c.

Referenced by C\_\-Monte\-Carlo(), and R\_\-Permuted\-Linear\-Statistic().\hypertarget{LinearStatistic_8h_a4}{
\index{LinearStatistic.h@{Linear\-Statistic.h}!R_ExpectCovarInfluence@{R\_\-ExpectCovarInfluence}}
\index{R_ExpectCovarInfluence@{R\_\-ExpectCovarInfluence}!LinearStatistic.h@{Linear\-Statistic.h}}
\subsubsection[R\_\-ExpectCovarInfluence]{\setlength{\rightskip}{0pt plus 5cm}SEXP R\_\-Expect\-Covar\-Influence (SEXP {\em y}, SEXP {\em weights})}}
\label{LinearStatistic_8h_a4}


R-interface to C\_\-Expect\-Covar\-Influence\par
 \begin{Desc}
\item[Parameters:]
\begin{description}
\item[{\em y}]values of the influence function \item[{\em weights}]case weights\end{description}
\end{Desc}


Definition at line 171 of file Linear\-Statistic.c.

References C\_\-Expect\-Covar\-Influence(), ncol(), nrow(), PL2\_\-covariance\-Sym, PL2\_\-expectation\-Sym, and PL2\_\-sumweights\-Sym.

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