a character string indicating which transformation of the observations should be used
shape
a matrix with which the data should be standardized before the sphericity test
na.action
a function which indicates what should happen when the data
contain 'NA's. Default is to fail.
Value
A list with class 'htest' containing the following components:
statistic
the value of the statistic
parameter
the degrees of freedom for the statistic
p.value
the p-value for the test
null.value
the specified hypothesized value of the shape (always diag(p) where p is the number of dimensions)
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
Details
The test is for a null hypothesis of the form “true
shape matrix is equal to the identity matrix”. Effectively, giving a
matrix as shape will produce a test of whether the true shape
is equal (in fact, proportional, since the scale of shape will
have no effect) to it. In that case the test will still be for
sphericity but the data is standardized beforehand.
References
Sirkia et al. (2009) Tests and estimates of shape based on spatial signs and ranks. Journal of Nonparametric Statistics, 21, 155-176.