mv.shape.test: Test for Sphericity

Description

Test for sphericity based on different score functions.

Usage

mv.shape.test(X, score = "identity", location = "est",
              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.
method: a character string indicating what type of test was performed.
data.name: a character string giving the name of the data used.

Arguments

X: a numeric data frame or matrix.
score: the score to be used. Possible are identity, sign, and symmsign.
location: specifies if the location should be estimated or taken to be the origin. Possible choices are est and origin.
na.action: a function which indicates what should happen when the data contain 'NA's. Default is to fail.
...: arguments passed on to other functions.

Author

Klaus Nordhausen

Details

Note that here inner standardization is not logical. The rank score test is not implemented. Otherwise the tests are as described in chapter 9 of the MNM book.

To test for other "shapes" than sperical, transform the data accordingly and then test for spericity.

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

X <- rmvt(150,diag(1,3))
mv.shape.test(X)
mv.shape.test(X,"sym")

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