mc.test {envoutliers}

Robust medcouple MC-LR test - Only intended for developer use

Description

Performs robust medcouple test to evaluate the fit of the data to normal distribution. The function is called by KRDetect.outliers.changepoint and is not intended for use by regular users of the package.

Usage

mc.test(x, alpha = 0.05)

Arguments

x

a numeric vector of data values.

alpha

numeric value giving test significance level.

Details

This function performs robust medcouple test based on the left and right medcouple (LMC and LRC). The function is exported for developer use only. It does not perform any checks on inputs since it is only a convenience function for robust testing of the normality.

Value

A list is returned with elements:

test.stat

a numeric value giving the value of test statistics

crit numeric

a vector of critical values defining rejection region of the test

References

Brys G, Hubert M, Struyf A (2008). Goodness-of-fit tests based on a robust measure of skewness. Computational Statistics, 23(3), 429–442.

Todorov V, Filzmoser P (2009). An Object-Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1-47. URL http://www.jstatsoft.org/v32/i03/.