norm.ci.test {lcd} | R Documentation |
Performs a conditional independence test for multivariate normal
variables u
and v
with conditioning set cond
.
norm.ci.test(cov, n, u, v, cond = c())
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. |
The function performs a likelihood ratio test as described in Whittaker (1990), Chapter 6.
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. |
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.
Zongming Ma and Xiangrui Meng
Whittaker, J. (1990). Graphical Models in Applied Mathematical Multivariate Statistics. John Wiley and Sons, Chichester, England.