MNM (version 0.95-0)

mv.1sample.test: Multivariate Location Tests

Description

Tests for multivariate location using different score functions.

Usage

mv.1sample.test(X, mu = 0, score = "identity", stand = "outer", 
                method = "approximation", n.simu = 1000, 
                na.action = na.fail)

Value

• 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.
• null.value
  the specified hypothesized value of the location.
• alternative
  a character string with the value 'two.sided'.
• method
  a character string indicating what type of test was performed.
• data.name
  a character string giving the name of the data set.

Details

The tests provided here are the Hotelling's T^2 test, the spatial sign test and the signed-rank test and their affine invariant versions in the one sample location case. Note that for the identity score the provided test is not the traditional Hotelling's T^2 test because here the covariance matrix is computed wrt to the null value and not wrt to the sample mean. Use the function HotellingsT2 for the traditional version of Hotelling's T^2 test. Details about the tests can be found in the chapters 5-8 of the MNM book.

References

Oja, H. (2010), Multivariate Nonparametric Methods with R, Springer.

See Also

HotellingsT2, sr.loc.test

Examples

library(mvtnorm)
X <- rmvt(100, diag(c(1, 2, 0.5)), 3)

mv.1sample.test(X,mu=c(0,0,0.5))
mv.1sample.test(X,score="s", stand="i")
mv.1sample.test(X,score="s", stand="i", method="s")
mv.1sample.test(X,score="r", stand="o")
mv.1sample.test(X,score="r", stand="i")