Dear all,

 

I have a multivariate dataset containing 100,000 or more points.

I want find the p-value for the dataset of points coming from a
particular multivariate normal distribution

With

mean vector u

Covariance matrix s2

So

H0: points ~ MVN( u, s2)

H1: points not ~ MVN( u, s2)

How do I find the p-value in R?

 

To me this is a likelihood ratio test problem.

In H0 the parameters are fixed to u and s2, in H1 they are free.

I would like to be able to do this in R but don't know how. Can you
advise?

 

Regards

Desmond Campbell

 

Room C0.29, SGDP Centre
Institute of Psychiatry, De Crespigny Park, London SE5 8AF
Tel: +44 (0) 20 7848 0236
Fax: +44 (0) 20 7848 0866 

 


	[[alternative HTML version deleted]]

