mnt (version 1.3)

HV: statistic of the Henze-Visagie test

Description

Computes the test statistic of the Henze-Visagie test.

Usage

HV(data, a = 5)

Arguments

data

a n x d numeric matrix of data values.

a

numeric number greater than 1 (tuning parameter).

Value

The value of the test statistic.

Details

This functions evaluates the teststatistic with the given data and the specified tuning parameter a. Each row of the data Matrix contains one of the n (multivariate) sample with dimension d. To ensure that the computation works properly \(n \ge d+1\) is needed. If that is not the case the function returns an error.

Note that a=Inf returns the limiting test statistic with value 2*MSkew + MRSSkew.

References

Henze, N., Visagie, J. (2019) "Testing for normality in any dimension based on a partial differential equation involving the moment generating function", to appear in Ann. Inst. Stat. Math., DOI

Examples

# NOT RUN {
HV(MASS::mvrnorm(50,c(0,1),diag(1,2)),a=5)
HV(MASS::mvrnorm(50,c(0,1),diag(1,2)),a=Inf)

# }