DEHT: Statistic of the DEH test based on harmonic oscillator

In mnt: Affine Invariant Tests of Multivariate Normality

Description

Computes the test statistic of the DEH test.

Usage

DEHT(data, a = 1)

Arguments

data	a n x d numeric matrix of data values.
a	positive numeric number (tuning parameter).

Details

This functions evaluates the teststatistic with the given data and the specified tuning parameter a. Each row of the data Matrix contains one of the n (multivariate) sample with dimension d. To ensure that the computation works properly n ≥ d+1 is needed. If that is not the case the test returns an error.

Value

The value of the test statistic.

References

Dörr, P., Ebner, B., Henze, N. (2019) "Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces" arXiv:1909.12624

Examples

DEHT(MASS::mvrnorm(50,c(0,1),diag(1,2)),a=1)

mnt documentation built on July 31, 2020, 5:07 p.m.