R Graphical Manual

Browse All

Last data update: 2014.03.03

R: Test for Sphericity

mv.shape.test

R Documentation

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.

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.

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.

Author(s)

Klaus Nordhausen

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.

Examples

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

Results


R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(MNM)
Loading required package: ICSNP
Loading required package: mvtnorm
Loading required package: ICS
Loading required package: SpatialNP
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/MNM/mv.shape.test.Rd_%03d_medium.png", width=480, height=480)
> ### Name: mv.shape.test
> ### Title: Test for Sphericity
> ### Aliases: mv.shape.test
> ### Keywords: htest multivariate nonparametric
> 
> ### ** Examples
> 
> X <- rmvt(150,diag(1,3))
> mv.shape.test(X)

	Mauchly test for sphericity

data:  X
L = 2.0984e-41, df = 5, p-value < 2.2e-16

> mv.shape.test(X,"sym")

	Test for sphericity based on TCOV

data:  X
Q2 = 2.1378, df = 5, p-value = 0.8298

> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>