Hypothesis test for IAG distribution over the ESAG distribution: Hypothesis test for IAG distribution over the ESAG distribution
Description
The null hypothesis is whether an IAG distribution fits the data well, where the altenrative is that ESAG distribution is more suitable.
Usage
iagesag(x, B = 1, tol = 1e-07)
Arguments
x
A numeric matrix with three columns containing the data as unit vectors in Euclidean coordinates.
B
The number of bootstrap re-samples. By default is set to 999. If it is equal to 1, no bootstrap is performed and the
p-value is obtained throught the asymptotic distribution.
tol
The tolerance to accept that the Newton-Raphson algorithm used in the IAG distribution has converged.
Value
A vector including:
test
The value of the test statistic.
p-value or Bootstrap p-value
The p-value of the test.
Details
Essentially it is a test of rotational symmetry, whether the two \(\gamma\) parameters are equal to zero.
This works for spherical data only.
References
Paine P.J., Preston S.P., Tsagris M. and Wood A.T.A. (2018). An Elliptically Symmetric Angular
Gaussian Distribution. Statistics and Computing, 28(3):689--697.