cv.quan: Monte Carlo simulation of quantiles for normality tests

In mnt: Affine Invariant Tests of Multivariate Normality

Description

This function returns the quantiles of a test statistic with optional tuning parameter.

Usage

cv.quan(
  samplesize,
  dimension,
  quantile,
  statistic,
  tuning = NULL,
  repetitions = 1e+05
)

Arguments

samplesize	samplesize for which the empirical quantile should be calculated.
dimension	a natural number to specify the dimension of the multivariate normal distribution
quantile	a number between 0 and 1 to specify the quantile of the empirical distribution of the considered test
statistic	a function specifying the test statistic.
tuning	the tuning parameter of the test statistic.
repetitions	number of Monte Carlo runs.

Value

empirical quantile of the test statistic.

Examples

cv.quan(samplesize=10, dimension=2,quantile=0.95, statistic=BHEP, tuning=2.5, repetitions=1000)

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