| Schott {ellipticalsymmetry} | R Documentation |
Schott's test for elliptical symmetry
Description
Test for elliptical symmetry.
Usage
Schott(X)
Arguments
X |
A numeric matrix. |
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
A Wald-type test for elliptical symmetry based on fourth moments. It compares the sample fourth moments with the expected theoretical ones under ellipticity. Being based on fourth-order moments, the test is very simple to use but requires moments of order 8. It has an asymptotic chi-squared distribution under the null hypothesis of ellipticity.
References
Schott, James R., (2002). Testing for elliptical symmetry in covariance-matrix-based analyses. Statistics & Probability Letters, 60(4), 395-404.
Examples
## sepal width and length of the versicolor subset of the Iris data
X = datasets::iris[51:100,1:2]
Schott(X)