Sphericity tests          package:SpatialNP          R Documentation

_S_p_h_e_r_i_c_i_t_y _t_e_s_t_s

_D_e_s_c_r_i_p_t_i_o_n:

     Tests of sphericity based on spatial signs and spatial signs of
     pairwise  differences.

_U_s_a_g_e:

      sr.sphere.test(X, score = c("sign", "symmsign"), shape = NULL,
     na.action = na.fail) 

_A_r_g_u_m_e_n_t_s:

       X: a matrix or a data frame

   score: a character string indicating which transformation of the
          observations should be used

   shape: a matrix with which the data should be standardized before
          the sphericity test

na.action: a function which indicates what should happen when the data
          contain 'NA's.  Default is to fail.

_D_e_t_a_i_l_s:

     The test is for a null hypothesis of the form "true shape matrix
     is equal to the identity matrix". Effectively, giving a matrix as
     'shape' will produce a test of whether the true shape is equal (in
     fact, proportional, since the scale of 'shape' will have no
     effect) to it. In that case the test will still be for sphericity
     but the data is standardized beforehand.

_V_a_l_u_e:

     A list with class 'htest' containing the following components: 

statistic : the value of the statistic

parameter: the degrees of freedom for the statistic

 p.value: the p-value for the test

null.value: the specified hypothesized value of the shape (always
          'diag(p)' where 'p' is the number of dimensions)

alternative: a character string with the value 'two.sided'.

  method: a character string indicating what type of test was performed

data.name: a character string giving the name of the data

_A_u_t_h_o_r(_s):

     Seija Sirkia, ssirkia@maths.jyu.fi

_S_e_e _A_l_s_o:

     sign and rank covariance matrices

_E_x_a_m_p_l_e_s:

     A<-matrix(c(1,2,-3,4,3,-2,-1,0,4),ncol=3)
     X<-matrix(rt(150,1),ncol=3)%*%t(A)
     sr.sphere.test(X,score="sign")

