T2O {TVMM}

The traditional T2 test (T2).

Description

The traditional T2 test (T2).

Usage

T2O(X, mu0)

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.

Value

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

References

Henrique J. P. Alves & Daniel F. Ferreira (2019): Proposition of new alternative tests adapted to the traditional T2 test, Communications in Statistics - Simulation and Computation, DOI: 10.1080/03610918.2019.1693596

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)
X <- mvrnorm(n, mu, Sigma)
T2O(X=X, mu0=mu0)