| Hawkins {MissMech} | R Documentation |
Test Statistic for the Hawkins Homoscedasticity Test
Description
Produces the F_ij's and A_ij's that are used in the Hawkins' test of homogeneoity of covariances. See Hawkins (1981) and Jamshidian and Jalal (2010) for more details.
Usage
Hawkins(data, spatcnt)
Arguments
data |
A matrix consisting of at least two columns and two rows. |
spatcnt |
The cumulative sum of the number of cases corresponding to each group. |
Value
fij |
A vector of F_ij statistics, see Hawkins (1981) reference. |
a |
A list containg A_ij statistics, see Hawkins (1981) reference. |
ni |
A vector consisting of the number of cases in each group. |
Note
There must be no rows in data that contain no observations.
Author(s)
Mortaza Jamshidian, Siavash Jalal, and Camden Jansen
References
Hawkins, D. M. (1981). “A new test for multivariate normality and homoscedasticity,” Technometrics, 23, 105-110, doi:10.2307/1267983.
Jamshidian, M. and Jalal, S. (2010). “Tests of homoscedasticity, normality, and missing at random for incomplete multivariate data,” Psychometrika, 75, 649-674, doi:10.1007/s11336-010-9175-3.
Examples
set.seed <- 50
n <- 200
p <- 4
pctmiss <- 0.2
y <- matrix(rnorm(n * p),nrow = n)
spatcnt <- c(20, 50, 70, 200)
h <- Hawkins(data=y, spatcnt)