var_norm {QuadratiK} | R Documentation |
Exact variance of normality test
Description
Compute the exact variance of kernel test for normality under the null hypothesis that G=N(0,I).
Usage
var_norm(Sigma_h, V, n)
Arguments
Sigma_h |
covariance matrix of the gaussian kernel |
V |
Covariance matrix of the tested distribution G |
n |
sample size |
Value
the value of computed variance
[Package QuadratiK version 1.1.3 Index]