whitening_test: This function provides the p-value of an adaptation of the...
In MultiVarSel: Variable Selection in a Multivariate Linear Model
Description
Usage
Arguments
Value
Examples
Description
This function provides the p-value of an adaptation of the Portmanteau statistic to test if there is some dependence in the rows of the residuals matrix given as an argument of the function.
Usage
1
Arguments
residuals
the residuals matrix obtained by fitting a linear model to each column of the response matrix as if they were independent
Value
the p-value of a whitening test. If the p-value is small (generally smaller than 0.05)
it means that the hypothesis that each row of the residuals matrix is a white noise, is rejected.
Examples
1
2
3
4
5
data(copals_camera)
Y <- scale(Y[, 1:100])
X <- model.matrix(~ group + 0)
residuals <- lm(as.matrix(Y) ~ X - 1)$residuals
whitening_test(residuals)
MultiVarSel documentation built on May 2, 2019, 7:58 a.m.
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Description Usage Arguments Value Examples
Description
This function provides the p-value of an adaptation of the Portmanteau statistic to test if there is some dependence in the rows of the residuals matrix given as an argument of the function.
Usage
1 |
Arguments
residuals |
the residuals matrix obtained by fitting a linear model to each column of the response matrix as if they were independent |
Value
the p-value of a whitening test. If the p-value is small (generally smaller than 0.05) it means that the hypothesis that each row of the residuals matrix is a white noise, is rejected.
Examples
1 2 3 4 5 | data(copals_camera)
Y <- scale(Y[, 1:100])
X <- model.matrix(~ group + 0)
residuals <- lm(as.matrix(Y) ~ X - 1)$residuals
whitening_test(residuals)
|
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.
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