LRTest: Likelihood ratio test to test for symmetry.

In QBAsyDist: Asymmetric Distributions and Quantile Estimation

Description

The likelihood ratio test to test for symmetry, in the context of a framework of quantile-based asymmetric family of densities is discussed in Gijbels et al. (2019d).

Usage

LRTest(y, f)

Arguments

y	This is a vector of quantiles.
f	This is the reference density function f which is a standard version of a unimodal and symmetric around 0 density.

Value

The likelihood ratio test statistic with P-value.

References

Gijbels, I., Karim, R. and Verhasselt, A. (2019d). Test of symmetry and a quantile-based asymmetric family of densities, Manuscript.

Examples

# Example: Let F be a standard normal cumulative distribution function then
f_N<-function(s){dnorm(s, mean = 0,sd = 1)} # density function of N(0,1)
rnum=rnorm(100)
LRTest(rnum,f=f_N)

QBAsyDist documentation built on Sept. 4, 2019, 1:05 a.m.