View source: R/testStatistics.R
m_test_statistic | R Documentation |
m_test_statistic
calculates the test statistics for
tests based on M-estimators.
m_test_statistic(x, y, psi, k = robustbase::.Mpsi.tuning.default(psi), ...)
x |
a (non-empty) numeric vector of data values. |
y |
a (non-empty) numeric vector of data values. |
psi |
kernel used for optimization.
Must be one of |
k |
tuning parameter(s) for the respective kernel function,
defaults to parameters implemented in |
... |
additional arguments |
For details on how the test statistic is constructed, we refer to the
vignette vignette("m_tests")
A named list containing the following components:
statistic |
standardized test statistic. |
estimates |
M-estimates of location for both |
# Generate random samples set.seed(108) x <- rnorm(20); y <- rnorm(20) # Compute Huber-M-statistic m_test_statistic(x, y, psi = "huber")
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.