get_params: Get parameters for plots derivatives of multivariate CGF to...

In PlotNormTest: Graphical Univariate/Multivariate Assessments for Normality Assumption

Get parameters for plots derivatives of multivariate CGF to assess normality assumption.

Description

Obtain necessary parameters to build a graphical test using the third/fourth derivatives of cumulant generating function.

Usage

mt3_get_param(p, bigt = seq(-1, 1, by = 0.05)/sqrt(p), l = NULL)

mt4_get_param(p, bigt = seq(-1, 1, by = 0.05)/sqrt(p), l = NULL)

Arguments

p	Dimension.
bigt	Array containing value of t^*.
l	Linear transformation of vector of third/fourth distinct derivatives, default is their average.

Value

• p Dimension.

• lT Number of distinct third/fourth order derivatives.

• sTtTs Two dimensional array, each element contains covariance matrix of vector of derivatives, the function called mt3_covTtTs(), or mt4_covTtTs().

• l.sTtTs Covariance matrix of linear combination of distinct derivatives, the function called mt3_covLtLs(), or mt4_covLtLs().

• m.supLT The Monte Carlo estimate of expected value supremum of the Gaussian process, see covLtLs().

mt3_get_param returns necessary parameters for the 2D plot relying on third derivatives. mt4_get_param returns necessary parameters for the 2D plot relying on fourth derivatives.

See Also

covZtZs(), covLtLs(), covTtTs()

Examples

p <- 2
mt3 <- mt3_get_param(p, bigt = seq(-1, 1, .5)/sqrt(p))
names(mt3)
mt4 <- mt4_get_param(p, bigt = seq(-1, 1, .5)/sqrt(p))
names(mt4)

PlotNormTest documentation built on April 12, 2025, 9:14 a.m.