Sphericity tests | R Documentation |
Tests of sphericity based on spatial signs and spatial signs of pairwise differences.
sr.sphere.test(X, score = c("sign", "symmsign"), shape = NULL, na.action = na.fail)
X |
a matrix or a data frame |
score |
a character string indicating which transformation of the observations should be used |
shape |
a matrix with which the data should be standardized before the sphericity test |
na.action |
a function which indicates what should happen when the data contain 'NA's. Default is to fail. |
The test is for a null hypothesis of the form “true
shape matrix is equal to the identity matrix”. Effectively, giving a
matrix as shape
will produce a test of whether the true shape
is equal (in fact, proportional, since the scale of shape
will
have no effect) to it. In that case the test will still be for
sphericity but the data is standardized beforehand.
A list with class 'htest' containing the following components:
statistic |
the value of the statistic |
parameter |
the degrees of freedom for the statistic |
p.value |
the p-value for the test |
null.value |
the specified hypothesized value of the shape (always |
alternative |
a character string with the value 'two.sided'. |
method |
a character string indicating what type of test was performed |
data.name |
a character string giving the name of the data |
Seija Sirkia, seija.sirkia@iki.fi
Sirkia et al. (2009) Tests and estimates of shape based on spatial signs and ranks. Journal of Nonparametric Statistics, 21, 155-176.
sign and rank covariance matrices
A<-matrix(c(1,2,-3,4,3,-2,-1,0,4),ncol=3) X<-matrix(rnorm(600),ncol=3)%*%t(A) sr.sphere.test(X,score="sign")
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