Elliptical Symmetry Tests in R

Abstract:

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 ellipticalsymmetry which implements several well-known tests for elliptical symmetry together with some recent tests. We demonstrate the testing procedures with a real data example.

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Published

Aug. 16, 2021

Received

Apr 12, 2021

DOI

10.32614/RJ-2021-078

Volume

Pages

13/2

661 - 672

CRAN packages used

ellipticalsymmetry

CRAN Task Views implied by cited packages

Footnotes

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    Text and figures are licensed under Creative Commons Attribution CC BY 4.0. The figures that have been reused from other sources don't fall under this license and can be recognized by a note in their caption: "Figure from ...".

    Citation

    For attribution, please cite this work as

    Babić, et al., "The R Journal: Elliptical Symmetry Tests in R", The R Journal, 2021

    BibTeX citation

    @article{RJ-2021-078,
      author = {Babić, Slad̄ana and Ley, Christophe and Palangetić, Marko},
      title = {The R Journal: Elliptical Symmetry Tests in R},
      journal = {The R Journal},
      year = {2021},
      note = {https://doi.org/10.32614/RJ-2021-078},
      doi = {10.32614/RJ-2021-078},
      volume = {13},
      issue = {2},
      issn = {2073-4859},
      pages = {661-672}
    }