PSVII: Random Generation for the Spherically Symmetric Pearson Type...

In mvnormalTest: Powerful Tests for Multivariate Normality

Description

Generate univariate or multivariate random sample for the spherically symmetric Pearson type VII distribution.

Usage

PSVII(n, p, s)

Arguments

n	number of rows (observations).
p	number of columns (variables).
s	shape parameter, s > p/2.

Value

Returns univariate (p=1) or multivariate (p>1) random sample matrix.

References

Kotz, S. (1975). Multivariate distributions at a cross road. In A Modern Course on Statistical Distributions in Scientific Work (pp. 247-270). Springer, Dordrecht.

Henze, N., & Zirkler, B. (1990). A class of invariant consistent tests for multivariate normality. Communications in statistics-Theory and Methods, 19(10), 3595-3617.

Examples

set.seed(12345)

## Generate 5X2 random sample matrix from PSVII(s=3) ##
PSVII(n=5, p=2, s=3)


## Power calculation against bivariate (p=2) PSVII(s=3) distribution ##
## at sample size n=50 at one-sided alpha = 0.05 ##

# Zhou-Shao's test #
power.mvnTest(a = 0.05, n = 50, p = 2,  B = 100, FUN = PSVII, s = 3)

mvnormalTest documentation built on April 28, 2020, 5:06 p.m.