norm.ci.test {lcd}R Documentation

Conditional independence test for multivariate normal data

Description

Performs a conditional independence test for multivariate normal variables u and v with conditioning set cond.

Usage

norm.ci.test(cov, n, u, v, cond = c())

Arguments

cov the sample covariance matrix.
n number of samples used to compute cov.
u name of one variable under investigation.
v name of the other variable under investigation.
cond a vector of variable names indicating the conditioning set in the test.

Details

The function performs a likelihood ratio test as described in Whittaker (1990), Chapter 6.

Value

deviance the Chisq-statistic computed under the null hypothesis.
df the degrees of freedom for the Chisq-statistic.
p.value the p-value for the test.

Note

Some of the C routines used were originally written by Robert Castelo <robert.castelo@upf.edu>, Alberto Roverato <alberto.roverato@unibo.it> in the qp package. The authors added the part for calculate the likelihood ratio test-statistic and modified the R wrapper function.

Author(s)

Zongming Ma and Xiangrui Meng

References

Whittaker, J. (1990). Graphical Models in Applied Mathematical Multivariate Statistics. John Wiley and Sons, Chichester, England.


[Package lcd version 0.7-2 Index]