MVTests

CRANMVTestsMaRDI QIDQ116800FDOQ116800

Multivariate Hypothesis Tests

Hasan Bulut

Last update: 3 November 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 2.1.1, 1.0, 1.1, 2.0.3, 2.0.8, 2.2.2

Description

Multivariate hypothesis tests and the confidence intervals. It can be used to test the hypothesizes about mean vector or vectors (one-sample, two independent samples, paired samples), covariance matrix (one or more matrices), and the correlation matrix. Moreover, it can be used for robust Hotelling T^2 test at one sample case in high dimensional data. For this package, we have benefited from the studies Rencher (2003), Nel and Merwe (1986) <doi:10.1080/03610928608829342>, Tatlidil (1996), Tsagris (2014), Villasenor Alva and Estrada (2009) <doi:10.1080/03610920802474465>.

Cites work

• A Generalization of Shapiro–Wilk's Test for Multivariate Normality
• A solution to the multivariate behrens-fisher problem

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