PU: Statistic of the Pudelko test

In mnt: Affine Invariant Tests of Multivariate Normality

Description

Approximates the test statistic of the Pudelko test.

Usage

PU(data, r = 2)

Arguments

data	a n x d numeric matrix of data values.
r	a positive number (radius of Ball)

Details

This functions evaluates the test statistic with the given data and the specified parameter r. Since since one has to calculate the supremum of a function inside a d-dimensional Ball of radius r. In this implementation the optim function is used.

Value

approximate Value of the test statistic

References

Pudelko, J. (2005), On a new affine invariant and consistent test for multivariate normality, Probab. Math. Statist., 25:43–54.

Examples

PU(MASS::mvrnorm(20,c(0,1),diag(1,2)),r=2)

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