Description Usage Arguments Value References Examples
Generate univariate or multivariate random sample for general spherically symmetric distributions.
1 |
n |
number of rows (observations). |
p |
number of columns (variables). |
D |
random generation functions for some distributions (e.g., |
... |
optional arguments passed to |
Returns univariate (p=1) or multivariate (p>1) random sample matrix.
Chmielewski, M. A. (1981). Elliptically symmetric distributions: A review and bibliography. International Statistical Review/Revue Internationale de Statistique, 67-74.
Henze, N., & Zirkler, B. (1990). A class of invariant consistent tests for multivariate normality. Communications in statistics-Theory and Methods, 19(10), 3595-3617.
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## Generate 5X2 random sample matrix from SPH(Beta(1,1)) ##
SPH(n=5, p=2, D=rbeta, shape1=1, shape2=1)
## Power calculation against bivariate (p=2) SPH(Beta(1,1)) 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=SPH, D=rbeta, shape1=1, shape2=1)
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