eigen: Eigenvalues for the energy Test of Univariate Normality

In energy: E-Statistics: Multivariate Inference via the Energy of Data

Eigenvalues for the energy Test of Univariate Normality

Description

Pre-computed eigenvalues corresponding to the asymptotic sampling distribution of the energy test statistic for univariate normality, under the null hypothesis. Four Cases are computed:

1. Simple hypothesis, known parameters.

2. Estimated mean, known variance.

3. Known mean, estimated variance.

4. Composite hypothesis, estimated parameters.

Case 4 eigenvalues are used in the test function normal.test when method=="limit".

Usage

data(EVnormal)

Format

Numeric matrix with 125 rows and 5 columns; column 1 is the index, and columns 2-5 are the eigenvalues of Cases 1-4.

Source

Computed

References

Szekely, G. J. and Rizzo, M. L. (2005) A New Test for Multivariate Normality, Journal of Multivariate Analysis, 93/1, 58-80, \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.jmva.2003.12.002")}.

energy documentation built on Sept. 11, 2024, 7:57 p.m.