[en] The assumption of elliptical symmetry has an important role in many theoretical develop ments and applications. Hence, it is of primary importance to be able to test whether that assumption actually holds true or not. Various tests have been proposed in the literature for this problem. To the best of our knowledge, none of them has been implemented in R. This article describes the R package elliptical symmetry which implements several well-known tests for elliptical symmetry together with some recent tests. We demonstrate the testing procedures with a real data example.
Disciplines :
Mathématiques
Auteur, co-auteur :
LEY, Christophe ; University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
Babić, Slad̄ana
Palangetić, Marko
Co-auteurs externes :
no
Langue du document :
Anglais
Titre :
Elliptical Symmetry Tests in R
Date de publication/diffusion :
août 2021
Titre du périodique :
R Journal
eISSN :
2073-4859
Maison d'édition :
R Foundation for Statistical Computing, Boston, Etats-Unis - Massachusetts