mv.shape.test {MNM} | R Documentation |
Test for sphericity based on different score functions.
mv.shape.test(X, score = "identity", location = "est", na.action = na.fail, ...)
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. |
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.
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. |
Klaus Nordhausen, klaus.nordhausen@uta.fi
Oja, H. (2010), Multivariate Nonparametric Methods with R, Springer.
X <- rmvt(150,diag(1,3)) mv.shape.test(X) mv.shape.test(X,"sym")