Description Usage Arguments Details Value References See Also Examples
Perform a likelihood ratio for the significance of the skewness parameter
delta
in a multivariate skew t-mixture model.
1 | delta.test(stmodel=NULL, tmodel=NULL, stloglik, tloglik, r)
|
stmodel |
a list containing the parameters of the FM-MST model,
including |
tmodel |
a list containing the parameters of the FM-MT model,
including |
stloglik |
a scalar specifying the log likelihood value of the skew t-mixture model |
tloglik |
a scalar specifying the log likelihood value of the t-mixture model |
r |
a scalar specifying the difference in the number of parameters between FM-MST and FM-MT model |
A likelihood ratio test for hypotheses:
H0: delta = 0 (for all components in the mixture model)
H1: delta different from 0 (for at least one component in the mixture)
The test statistics is LR = -2 (L1 - L2), which follows a chi-sqaured distribution with r degrees of freedom under H0. r is the difference between the number of parameters in H0 and H1. See references for further details.
returns the P-value of the test
Lee, S. and McLachlan, G.J. (2013) EMMIXuskew: An R
package for
fitting mixtures of multivariate skew t-distributions via the EM algorithm.
Journal of Statistical Software, 55(12), 1-22.
URL http://www.jstatsoft.org/v55/i12/.
1 | delta.test(stloglik=-1343.541, tloglik=-1353.842, r=4)
|
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