View source: R/test_symmetry.R
test_symmetry | R Documentation |
Performs a test for the null hypothesis of symmetry, H_0: δ_l = δ_r, versus the alternative of asymmetry. This can be done using a Wald test of the linear restriction H_0: δ_l - δ_r = 0 or a likelihood ratio test.
By default it uses "Wald"
test since this only requires the Hessian of
the "hh"
Lambert W fit. The "LR"
test requires the
log-likelihood values for both MLEs (type "h"
and "hh"
) and
thus takes longer to compute.
test_symmetry(LambertW.fit, method = c("Wald", "LR"))
LambertW.fit |
an object of class |
method |
test methodology: |
A list of class "htest"
containing:
statistic |
value of the test statistic, |
p.value |
p-value for the test, |
method |
character string describing the test, |
data.name |
a character string giving the name(s) of the data. |
## Not run: # skewed yy <- rLambertW(n = 500, theta = list(delta = c(0.1, 0.25), beta = c(2, 1)), distname = "normal") fit.ml <- MLE_LambertW(yy, type = "hh", distname = "normal", hessian = TRUE) summary(fit.ml) test_symmetry(fit.ml, "LR") test_symmetry(fit.ml, "Wald") # symmetric yy <- rLambertW(n = 500, theta = list(delta = c(0.2, 0.2), beta = c(2, 1)), distname = "normal") fit.ml <- MLE_LambertW(yy, type = "hh", distname = "normal") summary(fit.ml) test_symmetry(fit.ml, "LR") test_symmetry(fit.ml, "Wald") ## End(Not run)
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