felixholub

using LinearAlgebra
function ichol(M)
	!isposdef(M) ? error("Matrix must be positive semi-definite") : nothing
	A = deepcopy(M)
	n = size(A, 1)
	for k in 1:n
		A[k,k] = sqrt(A[k,k])
		for i in (k + 1):n
	        A[i,k] = A[i,k] / A[k,k]
		end

felixholub

# Define F-Test function: w = waldtest([1 -1 0 0], rr1.coef, rr1.vcov)
function waldtest(R, β, Σ)
    wald = (R * β)' * inv(R * Σ * R') * (R * β)
    q = size(R)[1]
    pval = 1 - cdf(Chisq(q), wald)
end