RDnp_Test {RDnp}

Robust Test for Independence in High-Dimensional Data

Description

A Robust Test Statistic for Independence in High-Dimensional Datasets

Usage

RDnp_Test(X, alpha = 0.75)

Arguments

X

the data. It must be matrix.

alpha

numeric parameter. It gives the rate of uncontaminated observations. Allowed values are between 0.5 and 1 and the default is 0.75.

Details

RDnp_Test function tests the complete independence in high-dimensional data sets without being affected by outliers.

Value

a list with 2 elements:

TestValue

The value of test statistic

pval

The p value

robust

Logical. Indicates whether the results are based on robust statistic. Here, it returns robust=TRUE

Author(s)

Hasan BULUT <[e-mail]>

References

Bulut, H (Unpublished). A Robust Test Statistic for Independence in High Dimensional Data

Examples

# Under H0
library(MASS)
data_H0<-mvrnorm(n = 20,mu = rep(0,30),Sigma = diag(30))
RDnp_Test(data_H0)

# Under H1
library(MASS)
data_H1<-mvrnorm(n = 20,mu = rep(0,30),Sigma = (diag(30)+1))
RDnp_Test(data_H1)