hotel1T2: Hotelling's multivariate version of the 1 sample t-test for...

In Compositional: Compositional Data Analysis

Hotelling's multivariate version of the 1 sample t-test for Euclidean data

Description

Hotelling's test for testing one Euclidean population mean vector.

Usage

hotel1T2(x, M, a = 0.05, R = 999, graph = FALSE)

Arguments

x	A matrix containing Euclidean data.
a	The significance level, set to 0.05 by default.
M	The hypothesized mean vector.
R	If R is 1 no bootstrap calibration is performed and the classical p-value via the F distribution is returned. If R is greater than 1, the bootstrap p-value is returned.
graph	A boolean variable which is taken into consideration only when bootstrap calibration is performed. IF TRUE the histogram of the bootstrap test statistic values is plotted.

Details

Multivariate hypothesis test for a one sample mean vector. This is the multivariate analogue of the one sample t-test. The p-value can be calculated either asymptotically or via bootstrap.

Value

A list including:

m	The sample mean vector.
info	The test statistic, the p-value, the critical value and the degrees of freedom of the F distribution (numerator and denominator). This is given if no bootstrap calibration is employed.
pvalue	The bootstrap p-value is bootstrap is employed.
runtime	The runtime of the bootstrap calibration.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

References

K.V. Mardia, J.T. Kent and J.M. Bibby (1979). Multivariate analysis.

See Also

eel.test1, el.test1, james, hotel2T2, maov, el.test2, comp.test

Examples

x <- Rfast::rmvnorm(100, numeric(10), diag( rexp(10,0.5) ) )
hotel1T2(x, numeric(10), R = 1)
hotel1T2(x, numeric(10), R = 999, graph = TRUE)

Compositional documentation built on Oct. 23, 2023, 5:09 p.m.