LRTTBoot {TVMM}

The likelihood ratio parametric bootstrap with trace test (TLRPBT). This test is more powerful.

Description

An parametric bootstrap alternative test version of the Likelihood ratio test (LRT) to test the hypotheses about a vector of population averages. This test has the advantage of being valid for high dimension data (n <p). This test should be preferred by the user, as it controlled the type I error and had greater power in all scenarios evaluated.

Usage

LRTTBoot(X, mu0, B)

Arguments

X

a matrix n x p containing n observations and p variables. It should not contain missing values (NA).

mu0

a vector containing the mean population to be tested.

B

the number of resamples bootstrap parametric which must be at least equal to 2000.

Value

the numerical value and the p-value of the test statistic.

Examples

set.seed(0)
library(MASS)
n <- 30
p <- 2
rho <- 0.9
delta <- 0.9
mu <- rep(0, times  = p)
Sigma <- (1 - rho) * diag(p) + rho * matrix(1, p, p)
mu0 <- rep(0.3271,times = p)
B <- 200
X <- mvrnorm(n, mu, Sigma)
LRTTBoot(X=X, mu0=mu0, B=B)