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)


[Package ellipticalsymmetry version 0.1.2 Index]