T2O {TVMM} | R Documentation |
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)
[Package TVMM version 3.2.1 Index]