simRHT2: Monte Carlo Simulation to obtain d and q constants for RHT2...
In MVTests: Multivariate Hypothesis Tests
simRHT2 R Documentation
Monte Carlo Simulation to obtain d and q constants for RHT2 function
Description
Monte Carlo Simulation to obtain d and q constants for RHT2 function
Usage
simRHT2(n, p, nrep = 500)
Arguments
n
the sample size
p
the number of variables
nrep
the number of iteration. The default value is 500.
Details
simRHT2 function computes d and q constants to construct an approximate
F distribution of robust Hotelling T^2 statistic in high dimensional data.
These constants are used in RHT2 function.
For more detailed information, you can see the study by Bulut (2021).
Value
a list with 2 elements:
q
The q value
d
The d value
Author(s)
Hasan BULUT <hasan.bulut@omu.edu.tr>
References
Bulut, H (2021). A robust Hotelling test statistic for one sample case in highdimensional data,
Communication in Statistics: Theory and Methods.
MVTests documentation built on Nov. 3, 2023, 5:11 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| simRHT2 | R Documentation |
Monte Carlo Simulation to obtain d and q constants for RHT2 function
Description
Monte Carlo Simulation to obtain d and q constants for RHT2 function
Usage
simRHT2(n, p, nrep = 500)
Arguments
n |
the sample size |
p |
the number of variables |
nrep |
the number of iteration. The default value is 500. |
Details
simRHT2 function computes d and q constants to construct an approximate
F distribution of robust Hotelling T^2 statistic in high dimensional data.
These constants are used in RHT2 function.
For more detailed information, you can see the study by Bulut (2021).
Value
a list with 2 elements:
q |
The q value |
d |
The d value |
Author(s)
Hasan BULUT <hasan.bulut@omu.edu.tr>
References
Bulut, H (2021). A robust Hotelling test statistic for one sample case in highdimensional data, Communication in Statistics: Theory and Methods.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.