DEHU: Statistic of the DEH test based on a double estimation in PDE
In mnt: Affine Invariant Tests of Multivariate Normality
View source: R/teststatistics.R
DEHU R Documentation
Statistic of the DEH test based on a double estimation in PDE
Description
Computes the test statistic of the DEH based on a double estimation in PDE test.
Usage
DEHU(data, a)
Arguments
data
a (d,n) numeric matrix containing the data.
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 \ge 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. (2021) "A new test of multivariate normality by a double estimation in a characterizing PDE" Metrika 84: 401-427, \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s00184-020-00795-x")}.
mnt documentation built on Sept. 25, 2026, 5:08 p.m.
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View source: R/teststatistics.R
| DEHU | R Documentation |
Statistic of the DEH test based on a double estimation in PDE
Description
Computes the test statistic of the DEH based on a double estimation in PDE test.
Usage
DEHU(data, a)
Arguments
data |
a (d,n) numeric matrix containing the data. |
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 \ge 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. (2021) "A new test of multivariate normality by a double estimation in a characterizing PDE" Metrika 84: 401-427, \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s00184-020-00795-x")}.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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