MNM (version 1.0-0)

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, ...)

Arguments

X

a numeric data frame or matrix.

score

the score to be used. Possible are identity, sign, and symmsign.

location

specifies if the location should be estimated or taken to be the origin. Possible choices are est and origin.

na.action

a function which indicates what should happen when the data contain 'NA's. Default is to fail.

...

arguments passed on to other functions.

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. Nordhausen, K. and Oja, H. (2011), Multivariate L1 Methods: The Package MNM, Journal of Statistical Software, 43, 1-28.

See Also

sr.sphere.test

Examples

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