SpatialNP (version 1.1-6)

Multivariate Nonparametric Methods Based on Spatial Signs and Ranks

Description

Test and estimates of location, tests of independence, tests of sphericity and several estimates of shape all based on spatial signs, symmetrized signs, ranks and signed ranks. For details, see Oja and Randles (2004) and Oja (2010) .

Copy Link

Version

Install

install.packages('SpatialNP')

Monthly Downloads

442

Version

1.1-6

License

GPL-2

Maintainer

Klaus Nordhausen

Last Published

March 27th, 2025

Functions in SpatialNP (1.1-6)

Spatial signs, symmetrized signs, ranks and signed ranks

SpatialNP-package

tools:::Rd_package_title("SpatialNP")

to.shape

Rescale a matrix to a shape matrix

mvhuberM

Multivariate Huber's M-estimator and its symmetrized version

Shape matrices

Shape matrices based on spatial ranks and signed ranks

Spatial sign and rank covariance matrices

Location tests

Spatial sign and rank tests of multivariate location

Sphericity tests

Independence tests

Multivariate test of independence based on spatial signs or ranks

Spatial location

Multivariate location estimates based on spatial signs and signed ranks

symm.mvtmle

Symmetrized M-estimators of scatter with the weights of the t-distribution