gRim (version 0.2-0)

ciTest_mvn: Test for conditional independence in the multivariate normal distribution

Description

Test for conditional independence in the multivariate normal distribution.

Usage

ciTest_mvn(x, set = NULL, statistic = "DEV", ...)

Arguments

x

A list with elements cov and n.obs (such as returned from calling cov.wt() on a dataframe. See examples below.)

set

A specification of the test to be made. The tests are of the form u and v are independent condionally on S where u and v are variables and S is a set of variables. See 'details' for details about specification of set.

statistic

The test statistic to be used, valid choices are "DEV" and "F".

…

Additional arguments

Value

An object of class 'citest' (which is a list).

Details

set can be 1) a vector or 2) a right-hand sided formula in which variables are separated by '+'. In either case, it is tested if the first two variables in the set are conditionally independent given the remaining variables in set. (Notice an abuse of the '+' operator in the right-hand sided formula: The order of the variables does matter.)

If set is NULL then it is tested whether the first two variables are conditionally independent given the remaining variables.

x must be a list with components cov and n.obs such as returned by calling cov.wt( , method='ML') on a dataframe.

See Also

ciTest ciTest.table, ciTest_table, ciTest.data.frame, ciTest_df, ciTest.list, ciTest_mvn, chisq.test

Examples

# NOT RUN {
data(carcass)
ciTest(cov.wt(carcass, method='ML'), set=~Fat11+Meat11+Fat12)
ciTest_mvn(cov.wt(carcass, method='ML'), set=~Fat11+Meat11+Fat12)

# }