var_norm: Exact variance of normality test
In QuadratiK: Collection of Methods Constructed using Kernel-Based Quadratic Distances
var_norm R Documentation
Exact variance of normality test
Description
Compute the exact variance of kernel test for normality under the null
hypothesis that G=N(0,I).
Usage
var_norm(Sigma_h, V, n)
Arguments
Sigma_h
covariance matrix of the gaussian kernel
V
Covariance matrix of the tested distribution G
n
sample size
Value
the value of computed variance
QuadratiK documentation built on Oct. 29, 2024, 5:08 p.m.
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| var_norm | R Documentation |
Exact variance of normality test
Description
Compute the exact variance of kernel test for normality under the null hypothesis that G=N(0,I).
Usage
var_norm(Sigma_h, V, n)
Arguments
Sigma_h |
covariance matrix of the gaussian kernel |
V |
Covariance matrix of the tested distribution G |
n |
sample size |
Value
the value of computed variance
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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