MNM (version 0.95-0)

mv.shape.test: Test for Sphericity

Description

Test for sphericity based on different score functions.

Usage

mv.shape.test(X, score = "identity", location = "est",
              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.
• method
  a character string indicating what type of test was performed.
• data.name
  a character string giving the name of the data used.

Details

Note that here inner standardization is not logical. The rank score test is not implemented. Otherwise the tests are as described in chapter 9 of the MNM book. To test for other "shapes" than sperical, transform the data accordingly and then test for spericity.

References

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

See Also

sr.sphere.test

Examples

X <- rmvt(150,diag(1,3))
mv.shape.test(X)
mv.shape.test(X,"sym")