LRTTRBoot {TVMM}

The robust likelihood ratio test parametric bootstrap with trace test (RTLRPBT).

Description

An robust alternative test version of the likelihood ratio test (LRT) parametric bootstrap with trace (RTLPBT) to test the hypotheses about a vector of population averages using the comedian robust estimator. This test has the advantage of being valid for high dimension data (n <p)

Usage

LRTTRBoot(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)
LRTTRBoot(X=X, mu0=mu0, B=B)