KoltchinskiiSakhanenko: Koltchinskii and Sakhanenko's test for elliptical symmetry

In ellipticalsymmetry: Elliptical Symmetry Tests

Description

Test for elliptical symmetry.

Usage

KoltchinskiiSakhanenko(X, R = 1000, nJobs = -1)

Arguments

X	A numeric matrix.
R	The number of bootstrap replicates.
nJobs	The number of CPU cores used for the calculation. The default value -1 indicates that all cores except one are used.

Value

An object of class "htest" containing the following components:

statistic	The value of the test statistic.
pvalue	The p-value of the test.
alternative	A character string describing the alternative hypothesis.
method	A character string indicating what type of test was performed.

Background

Koltchinskii and Sakhanenko (2000) proposed a class of omnibus bootstrap tests for elliptical symmetry that are affine invariant and consistent against any fixed alternative. This test is based on spherical harmonics.

References

Koltchinskii, V., & Sakhanenko, L., (2000). Testing for ellipsoidal symmetry of a multivariate distribution. High Dimensional Probability II, 493-510, Springer.

Sakhanenko, L., (2008). Testing for ellipsoidal symmetry: A comparison study. Computational Statistics & Data Analysis, 53(2), 565-581.

Examples

## sepal width and length of the versicolor subset of the Iris data
X = datasets::iris[51:100,1:2]

KoltchinskiiSakhanenko(X, R = 10, nJobs=2)

ellipticalsymmetry documentation built on April 7, 2021, 5:06 p.m.