PU {mnt} | R Documentation |
Approximates the test statistic of the Pudelko test.
PU(data, r = 2)
data |
a n x d numeric matrix of data values. |
r |
a positive number (radius of Ball) |
This functions evaluates the test statistic with the given data and the specified parameter r
. Since since one has to calculate the supremum of a function inside a d-dimensional Ball of radius r
. In this implementation the optim
function is used.
approximate Value of the test statistic
Pudelko, J. (2005), On a new affine invariant and consistent test for multivariate normality, Probab. Math. Statist., 25:43–54.
PU(MASS::mvrnorm(20,c(0,1),diag(1,2)),r=2)