Test for conditional independence in the multivariate normal distribution

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Description

Test for conditional independence in the multivariate normal distribution.

Usage

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ciTest_mvn(x, set = NULL, statistic = "DEV", ...)

Arguments

x

A list with elements cov and n.obs (such as returned from calling cov.wt() on a dataframe. See examples below.)

set
statistic
...

Details

set can be 1) a vector or 2) a right-hand sided formula in which variables are separated by '+'. In either case, it is tested if the first two variables in the set are conditionally independent given the remaining variables in set. (Notice an abuse of the '+' operator in the right-hand sided formula: The order of the variables does matter.)

If set is NULL then it is tested whether the first two variables are conditionally independent given the remaining variables.

x must be a list with components cov and n.obs such as returned by calling cov.wt( , method='ML') on a dataframe.

Value

An object of class 'citest' (which is a list).

Author(s)

S<f8>ren H<f8>jsgaard, sorenh@math.aau.dk

See Also

ciTest

ciTest.table ciTest_table

ciTest.data.frame ciTest_df

chisq.test

Examples

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data(carcass)
ciTest(cov.wt(carcass, method='ML'), set=~Fat11+Meat11+Fat12)
ciTest_mvn(cov.wt(carcass, method='ML'), set=~Fat11+Meat11+Fat12)