get_params {PlotNormTest}R Documentation

Get parameters for plots derivatives of multivariate CGF to assess normality assumption.

Description

Obtain necessary parameters to build a graphical test using the third/fourth derivatives of cumulant generating function.

Usage

mt3_get_param(p, bigt = seq(-1, 1, by = 0.05)/sqrt(p), l = NULL)

mt4_get_param(p, bigt = seq(-1, 1, by = 0.05)/sqrt(p), l = NULL)

Arguments

p

Dimension.

bigt

Array containing value of t^*.

l

Linear transformation of vector of third/fourth distinct derivatives, default is their average.

Value

mt3_get_param returns necessary parameters for the 2D plot relying on third derivatives. mt4_get_param returns necessary parameters for the 2D plot relying on fourth derivatives.

See Also

covZtZs(), covLtLs(), covTtTs()

Examples


p <- 2
mt3 <- mt3_get_param(p, bigt = seq(-1, 1, .5)/sqrt(p))
names(mt3)
mt4 <- mt4_get_param(p, bigt = seq(-1, 1, .5)/sqrt(p))
names(mt4)


[Package PlotNormTest version 1.0.1 Index]