LRTTrace: The likelihood ratio test with trace (TLRT)

In TVMM: Multivariate Tests for the Vector of Means

Description

An asymptotic version of the Likelihood ratio test (LRT) to test the hypotheses about a vector of population averages. This test has the advantage of being valid for high dimension data (n < p).

Usage

LRTTrace(X, mu0)

Arguments

X	a matrix n x p containing n observations and p variables. It should not contain missing values (NA).
mu0	a vector containing the mean population to be tested.

Value

the numerical value and the p-value of the test statistic.

Examples

set.seed(0)
library(MASS)
n <- 30
p <- 2
rho <- 0.9
delta <- 0.9
mu <- rep(0, times  = p)
Sigma <- (1 - rho) * diag(p) + rho * matrix(1, p, p)
mu0 <- rep(0.3271,times = p)
X <- mvrnorm(n, mu, Sigma)
LRTTrace(X=X, mu0=mu0)

TVMM documentation built on Dec. 15, 2020, 5:33 p.m.