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All three nested \(T^2\) statistics

Source: R/T2_statistics.R
T2_all.Rd

Convenience wrapper returning the three nested versions \(T^2_{(2,3)}\), \(T^2_{(1,2,3)}\), and \(T^2_{(1,\ldots,6)}\) for a single fitted model.

Usage

T2_all(x, dist, fit = NULL)

Arguments

x

Numeric vector of positive observations.

dist

Character; null distribution name.

fit

Optional precomputed mle_fit object.

Value

A named list with components T2_23, T2_123, T2_123456, each as returned by T2_one.

Examples

set.seed(1); x <- rdist(100, "Weibull", c(2, 1))
T2_all(x, "Weibull")
#> $T2_23
#> $T2_23$T2
#> [1] 1.959033
#> 
#> $T2_23$df
#> [1] 1
#> 
#> $T2_23$p_chisq
#> [1] 0.1616167
#> 
#> $T2_23$p_F
#> [1] 0.1647425
#> 
#> $T2_23$theta
#> [1] 2.2534731 0.9586402
#> 
#> $T2_23$d
#> [1] -0.03627176  0.08444942
#> 
#> $T2_23$Kd
#>             [,1]        [,2]
#> [1,]  0.02121533 -0.09598141
#> [2,] -0.09598141  0.39585293
#> 
#> $T2_23$eigmin
#> [1] -0.001943338
#> 
#> $T2_23$conv
#> [1] TRUE
#> 
#> 
#> $T2_123
#> $T2_123$T2
#> [1] 1.8658
#> 
#> $T2_123$df
#> [1] 2
#> 
#> $T2_123$p_chisq
#> [1] 0.3934112
#> 
#> $T2_123$p_F
#> [1] 0.4005637
#> 
#> $T2_123$theta
#> [1] 2.2534731 0.9586402
#> 
#> $T2_123$d
#> [1]  0.006884243 -0.036271756  0.084449421
#> 
#> $T2_123$Kd
#>             [,1]        [,2]        [,3]
#> [1,] -0.02941679  0.04708786 -0.06399861
#> [2,]  0.04708786  0.02121533 -0.09598141
#> [3,] -0.06399861 -0.09598141  0.39585293
#> 
#> $T2_123$eigmin
#> [1] -0.05766082
#> 
#> $T2_123$conv
#> [1] TRUE
#> 
#> 
#> $T2_123456
#> $T2_123456$T2
#> [1] 5.000957
#> 
#> $T2_123456$df
#> [1] 5
#> 
#> $T2_123456$p_chisq
#> [1] 0.4157634
#> 
#> $T2_123456$p_F
#> [1] 0.4465323
#> 
#> $T2_123456$theta
#> [1] 2.2534731 0.9586402
#> 
#> $T2_123456$d
#> [1]  0.006884243 -0.036271756  0.084449421 -0.147788376  0.307540365
#> [6] -0.855601190
#> 
#> $T2_123456$Kd
#>             [,1]        [,2]         [,3]        [,4]         [,5]       [,6]
#> [1,] -0.02941679  0.04708786 -0.063998608  0.14784891 -0.494232215   1.781753
#> [2,]  0.04708786  0.02121533 -0.095981413  0.02469133  0.502510575  -2.674221
#> [3,] -0.06399861 -0.09598141  0.395852932 -0.51699550 -0.001723224   2.837433
#> [4,]  0.14784891  0.02469133 -0.516995498  0.82005256 -0.159062559  -4.145869
#> [5,] -0.49423222  0.50251058 -0.001723224 -0.15906256 -1.049007243   7.438757
#> [6,]  1.78175322 -2.67422095  2.837432713 -4.14586856  7.438757362 -16.904668
#> 
#> $T2_123456$eigmin
#> [1] -21.30613
#> 
#> $T2_123456$conv
#> [1] TRUE
#> 
#> 
#> $fit
#> $fit$theta
#> [1] 2.2534731 0.9586402
#> 
#> $fit$Sigma
#>           [,1]      [,2]
#> [1,] 3.0043491 0.2485853
#> [2,] 0.2485853 0.2015375
#> 
#> $fit$loglik
#> [1] -45.77327
#> 
#> $fit$conv
#> [1] TRUE
#> 
#>