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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For attribution, please cite this work as
Babić, et al., "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 = {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}
}