HZ {mnt} | R Documentation |
This function returns the value of the statistic of the BHEP
test as in Henze and Zirkler (1990). The difference to the BHEP
test is in the choice of the tuning parameter \beta
.
HZ(data)
data |
a n x d matrix of d dimensional data vectors. |
A BHEP
test is performed with tuning parameter \beta
chosen in dependence of the sample size n and the dimension d, namely
\beta=\frac{((2d+1)n/4)^(1/(d+4))}{\sqrt{2}}.
value of the test statistic.
Henze, N., and Zirkler, B. (1990), A class of invariant consistent tests for multivariate normality, Commun.-Statist. – Th. Meth., 19:3595–3617, DOI
HZ(MASS::mvrnorm(50,c(0,1),diag(1,2)))