mv.1sample.test: Multivariate Location Tests

Description

Tests for multivariate location using different score functions.

Usage

mv.1sample.test(X, mu = 0, score = "identity", stand = "outer", 
                method = "approximation", n.simu = 1000, 
                na.action = na.fail)

Value

A list with class 'htest' containing the following components:

statistic: the value of the test statistic.
parameter: the degrees of freedom for the test statistic or the number of replications in the simulation.
p.value: the p-value for the test.
null.value: the specified hypothesized value of the location.
alternative: a character string with the value 'two.sided'.
method: a character string indicating what type of test was performed.
data.name: a character string giving the name of the data set.

Arguments

X: a numeric data frame or matrix.
mu: the null hypothesis value. Default is the zero vector.
score: the score to be used. Possible choices are identity, sign and rank.
stand: the standardization method used. Possible choices are outer and inner.
method: method for the computation of the p-value for the spatial sign and spatial signed-rank tests. Possible choices are approximation and signchange.
n.simu: number of simulated sign changes if method=signchange.
na.action: a function which indicates what should happen when the data contain 'NA's. Default is to fail.

Author

Klaus Nordhausen

Details

The tests provided here are the Hotelling's T^2 test, the spatial sign test and the signed-rank test and their affine invariant versions in the one sample location case.

Note that for the identity score the provided test is not the traditional Hotelling's T^2 test because here the covariance matrix is computed wrt to the null value and not wrt to the sample mean. Use the function HotellingsT2 for the traditional version of Hotelling's T^2 test. Details about the tests can be found in the chapters 5-8 of the MNM book.

References

Oja, H. (2010), Multivariate Nonparametric Methods with R, Springer.

Nordhausen, K. and Oja, H. (2011), Multivariate L1 Methods: The Package MNM, Journal of Statistical Software, 43, 1-28.

Examples

Run this code

library(mvtnorm)
X <- rmvt(100, diag(c(1, 2, 0.5)), 3)

mv.1sample.test(X,mu=c(0,0,0.5))
mv.1sample.test(X,score="s", stand="i")
mv.1sample.test(X,score="s", stand="i", method="s")
mv.1sample.test(X,score="r", stand="o")
mv.1sample.test(X,score="r", stand="i")

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