Test for conditional independence in the multivariate normal distribution
Test for conditional independence in the multivariate normal distribution.
ciTest_mvn(x, set = NULL, statistic = "DEV", ...)
x |
A list with elements |
set |
A specification of the test to be made. The tests are of the form
u and v are independent condionally on S where u and v are variables and
S is a set of variables. See 'details' for details about specification of
|
statistic |
The test statistic to be used, valid choices are
|
... |
Additional arguments |
set can be 1) a vector or 2) a right-hand sided formula in which
variables are separated by '+'. In either case, it is tested if the first
two variables in the set are conditionally independent given the
remaining variables in set. (Notice an abuse of the '+' operator in
the right-hand sided formula: The order of the variables does matter.)
If set is NULL then it is tested whether the first two
variables are conditionally independent given the remaining variables.
x must be a list with components cov and n.obs such as
returned by calling cov.wt( , method='ML') on a dataframe.
An object of class citest (which is a list).
Søren Højsgaard, sorenh@math.aau.dk
data(carcass) ciTest(cov.wt(carcass, method='ML'), set=~Fat11+Meat11+Fat12) ciTest_mvn(cov.wt(carcass, method='ML'), set=~Fat11+Meat11+Fat12)
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