LRTest: Likelihood ratio test to test for symmetry.
Description
The likelihood ratio test to test for symmetry, in the context of a framework of quantile-based asymmetric family of densities is discussed in Gijbels et al. (2019d).
Usage
LRTest(y, f)
Arguments
y
This is a vector of quantiles.
f
This is the reference density function \(f\) which is a standard version of a unimodal and symmetric around 0 density.
Value
The likelihood ratio test statistic with \(P\)-value.
References
Gijbels, I., Karim, R. and Verhasselt, A. (2019d). Test of symmetry and a quantile-based asymmetric family of densities, Manuscript.
# NOT RUN {# Example: Let F be a standard normal cumulative distribution function thenf_N<-function(s){dnorm(s, mean = 0,sd = 1)} # density function of N(0,1)rnum=rnorm(100)
LRTest(rnum,f=f_N)
# }