ciTest_mvn: Test for conditional independence in the multivariate normal distribution
Description
Test for conditional independence in the multivariate normal
distribution.
Usage
ciTest_mvn(x, set = NULL, statistic = "DEV", ...)
Arguments
x
A list with elements cov and n.obs (such as returned
from calling cov.wt() on a dataframe. See examples below.)
set
statistic
...
Value
An object of class 'citest' (which is a list).
Details
set can be 1) a vector or 2) a right-hand sided formula in
which variables are separated by '+'. In either case, it is tested if
the first two variables in the set are conditionally
independent given the remaining variables in set.
(Notice an abuse of the '+' operator in the right-hand sided formula:
The order of the variables does matter.)
If set is NULL then it is tested whether the first two
variables are conditionally independent given the remaining variables.
x must be a list with components cov and n.obs
such as returned by calling cov.wt( , method='ML') on a dataframe.