mean1.1996BS {SHT} | R Documentation |
One-sample Test for Mean Vector by Bai and Saranadasa (1996)
Description
Given a multivariate sample X
and hypothesized mean \mu_0
, it tests
H_0 : \mu_x = \mu_0\quad vs\quad H_1 : \mu_x \neq \mu_0
using the procedure by Bai and Saranadasa (1996).
Usage
mean1.1996BS(X, mu0 = rep(0, ncol(X)))
Arguments
X |
an |
mu0 |
a length- |
Value
a (list) object of S3
class htest
containing:
- statistic
a test statistic.
- p.value
p
-value underH_0
.- alternative
alternative hypothesis.
- method
name of the test.
- data.name
name(s) of provided sample data.
References
Bai Z, Saranadasa H (1996). “HIGH DIMENSION: BY AN EXAMPLE OF A TWO SAMPLE PROBLEM.” Statistica Sinica, 6(2), 311–329. ISSN 10170405, 19968507.
Examples
## CRAN-purpose small example
smallX = matrix(rnorm(10*3),ncol=3)
mean1.1996BS(smallX) # run the test
## empirical Type 1 error
niter = 1000
counter = rep(0,niter) # record p-values
for (i in 1:niter){
X = matrix(rnorm(50*5), ncol=25)
counter[i] = ifelse(mean1.1996BS(X)$p.value < 0.05, 1, 0)
}
## print the result
cat(paste("\n* Example for 'mean1.1996BS'\n","*\n",
"* number of rejections : ", sum(counter),"\n",
"* total number of trials : ", niter,"\n",
"* empirical Type 1 error : ",round(sum(counter/niter),5),"\n",sep=""))
[Package SHT version 0.1.8 Index]