T2RobustBoot: The T2 robust parametric bootstrap test (T2RPB).

In TVMM: Multivariate Tests for the Vector of Means

Description

The robust parametric bootstrap version of the traditional T2 test using the comedian robust estimator.

Usage

T2RobustBoot(X, mu0, B)

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.
B	the number of resamples bootstrap parametric which must be at least equal to 2000.

Value

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

References

Henrique J. P. Alves & Daniel F. Ferreira (2019): Proposition of new alternative tests adapted to the traditional T2 test, Communications in Statistics - Simulation and Computation, DOI: 10.1080/03610918.2019.1693596

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)
B <- 200
X <- mvrnorm(n, mu, Sigma)
T2RobustBoot(X=X, mu0=mu0, B=B)

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