MVT (version 0.3)

center.test: One-sample location test

Description

Performs several test for testing the mean of a multivariate-t population. Generalized Hotelling's T-squared, likelihood ratio test, score, Wald and gradient can be used as a test statistic.

Usage

center.test(object, center, test = "LRT")

Arguments

object

object of class 'studentFit' representing the fitted model.

center

a vector indicating the hypothesized value of the mean.

test

test statistic to be used. One of "hotelling", "LRT" (default), "Wald", "score" or "gradient".

Value

A list of class 'center.test' with the following elements:

statistic

value of the statistic, i.e. the value of either Hotelling T-squared, likelihood ratio test, Wald, score or gradient test.

parameter

the degrees of freedom for the test statistic, which is chi-square distributed.

p.value

the p-value for the test.

estimate

the estimated mean vector.

null.value

the hypothesized value for the mean vector.

method

a character string indicating what type of test was performed.

null.fit

a list representing the fitted model under the null hypothesis.

data

name of the data used in the test.

References

Anderson, T.W. (2003). An Introduction to Multivariate Statistical Analysis. Wiley, New York.

Hotelling, H. (1931). The generalization of Student's ratio. Annals of Mathematical Statistics 2, 360-378. Osorio, F., and Galea, M. (2015). Statistical inference in multivariate analysis using the t-distribution. Unpublished manuscript.

Examples

data(cork)
x <- sweep(cork[,2:4], 1, cork[,1], "-")
colnames(x) <- c("E_N", "S_N", "W_N")
pairs(x)

fit <- studentFit(x, family = Student(eta = .25))
z <- center.test(fit, center = c(0,0,0), test = "score")
z