center.test {MVT} | R Documentation |
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.
center.test(object, center, test = "LRT")
object |
object of class |
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". |
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. |
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 Unpublished manuscript.
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