Supplementary material to Addressing non-normality in multivariate analysis using the t-distribution by Felipe Osorio, Manuel Galea, Claudio Henriquez and Reinaldo Arellano-Valle (AStA Advances in Statistical Analysis, DOI: 10.1007/s10182-022-00468-2).
Code written by: Felipe Osorio
Correspondence author: Felipe Osorio, Email: felipe.osorios@usm.cl
Code tested on:
- R under development (2018-02-21 r74285), running Linux Mint 18.3 (64 bits)
- R version 3.3.0, running OS X 10.13.4 (64 bits)
- R version 3.4.3, running Windows 10 (64 bits)
Attached packages: MVT 0.3, fastmatrix 0.3-8196, fMultivar 4021.83, sn 2.1.0, plot3D 1.4
CONTENTS:
- case_studies/Ex1_WindSpeed.R: R commands for the analysis of wind speed dataset (analyzed at Sections 5.2.1 from manuscript).
- case_studies/Ex2_PSG.R: R commands for the analysis of transient sleep disorder dataset (analyzed at Sections 5.2.2 from manuscript).
- code/boots.R: R functions for bootstrap and Negentropy.
- code/envelope.R: computation of QQ-plot with simulation envelopes.
- code/stats.R: R functions to obtain summary statistics.
- code/student.influence.R: R functions to compute the conformal curvature under the t-perturbation.
- app_B/App_B.R and mardia.R: R commands to construct the Mardia's skewness coefficient plot.
- README.md: this file.
DATASETS:
- PSG: clinical trial on transient sleep disorder dataset.
- WindSpeed: Wind speed in the Pacific North-West of the United States collected at three meteorological towers approximately located on a line and ordered from west to east: Goodnoe Hills (gh), Kennewick (kw), and Vansycle (vs).
PSG and WindSpeed now are provided by MVT package.