simRHT2 {MVTests}

Monte Carlo Simulation to obtain d and q constants for RHT2 function

Description

Monte Carlo Simulation to obtain d and q constants for RHT2 function

Usage

simRHT2(n, p, nrep = 500)

Arguments

n

the sample size

p

the number of variables

nrep

the number of iteration. The default value is 500.

Details

simRHT2 function computes d and q constants to construct an approximate F distribution of robust Hotelling T^2 statistic in high dimensional data. These constants are used in RHT2 function. For more detailed information, you can see the study by Bulut (2021).

Value

a list with 2 elements:

q

The q value

d

The d value

Author(s)

Hasan BULUT <[e-mail]>

References

Bulut, H (2021). A robust Hotelling test statistic for one sample case in highdimensional data, Communication in Statistics: Theory and Methods.