Compares quadratic forms under null (om0) vs alternative (om1) covariance.
Matches the Stata getpow_qf() function.
Usage
getpow_qf(om0_in, om1_in, e)
Arguments
- e
q x nrep matrix of standard normal draws
- om0
Null hypothesis covariance matrix (q x q)
- om1
Alternative hypothesis covariance matrix (q x q)
Value
Power (scalar between 0 and 1)