DEHT {mnt} | R Documentation |
Computes the test statistic of the DEH test.
DEHT(data, a = 1)
data |
a n x d numeric matrix of data values. |
a |
positive numeric number (tuning parameter). |
This functions evaluates the teststatistic with the given data and the specified tuning parameter a
.
Each row of the data Matrix contains one of the n (multivariate) sample with dimension d. To ensure that the computation works properly
n \ge d+1
is needed. If that is not the case the test returns an error.
The value of the test statistic.
Dörr, P., Ebner, B., Henze, N. (2019) "Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces" arXiv:1909.12624
DEHT(MASS::mvrnorm(50,c(0,1),diag(1,2)),a=1)