simRHT2

Monte Carlo Simulation to obtain d and q constants for RHT2 function

Multivariate hypothesis tests and the confidence intervals. It can be used to test the hypothesizes about mean vector or vectors (one-sample, two independent samples, paired samples), covariance matrix (one or more matrices), and the correlation matrix. Moreover, it can be used for robust Hotelling T^2 test at one sample case in high dimensional data. For this package, we have benefited from the studies Rencher (2003), Nel and Merwe (1986) <DOI: 10.1080/03610928608829342>, Tatlidil (1996), Tsagris (2014), Villasenor Alva and Estrada (2009) <DOI: 10.1080/03610920802474465>.

Hasan BULUT

MVTests

Multivariate Hypothesis Tests

simRHT2 function

<dl><dt>n</dt>
<dd>the sample size</dd>
<dt>p</dt>
<dd>the number of variables</dd>
<dt>nrep</dt>
<dd>the number of iteration. The default value is 500.</dd></dl>

Arguments

Hasan BULUT &lt;hasan.bulut@omu.edu.tr&gt;

Author

Monte Carlo Simulation to obtain d and q constants for RHT2 function — simRHT2

<dl>

<dt>n</dt>
<dd>the sample size</dd>


<dt>p</dt>
<dd>the number of variables</dd>


<dt>nrep</dt>
<dd>the number of iteration. The default value is 500.</dd>

</dl>

simRHT2: Monte Carlo Simulation to obtain d and q constants for RHT2 function

Description

Usage

Value

Arguments

Author

Details

References