| KoltchinskiiSakhanenko {ellipticalsymmetry} | R Documentation |
Koltchinskii and Sakhanenko's test for elliptical symmetry
Description
Test for elliptical symmetry.
Usage
KoltchinskiiSakhanenko(X, R = 1000, nJobs = -1)
Arguments
X |
A numeric matrix. |
R |
The number of bootstrap replicates. |
nJobs |
The number of CPU cores used for the calculation. The default value -1 indicates that all cores except one are used. |
Value
An object of class "htest" containing the following components:
statistic |
The value of the test statistic. |
pvalue |
The p-value of the test. |
alternative |
A character string describing the alternative hypothesis. |
method |
A character string indicating what type of test was performed. |
Background
Koltchinskii and Sakhanenko (2000) proposed a class of omnibus bootstrap tests for elliptical symmetry that are affine invariant and consistent against any fixed alternative. This test is based on spherical harmonics.
References
Koltchinskii, V., & Sakhanenko, L., (2000). Testing for ellipsoidal symmetry of a multivariate distribution. High Dimensional Probability II, 493-510, Springer.
Sakhanenko, L., (2008). Testing for ellipsoidal symmetry: A comparison study. Computational Statistics & Data Analysis, 53(2), 565-581.
Examples
## sepal width and length of the versicolor subset of the Iris data
X = datasets::iris[51:100,1:2]
KoltchinskiiSakhanenko(X, R = 10, nJobs=2)