Abstract
In this chapter details are given on the packages programmed in MathematicaⓇ, Maxima, and R for the implementation of all the tests addressed in Chap. 5. Functions and modules were developed for several tasks such as the computation of p-values and quantiles for each test and to obtain the computed value of the statistics and corresponding p-values from data stored in a data file. As such, also functions and modules used to read these data files, which may have several different internal structures, were programmed. Details are given on the use of all functions and modules, and comparisons are established among the three packages. The full content of all three packages is available on the book’s supplementary material web site.
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References
Coelho, C.A., Marques, F.J.: Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions. Comput. Stat. 27, 627–659 (2012)
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Coelho, C.A., Arnold, B.C. (2019). MathematicaⓇ, Maxima, and R Packages to Implement the Likelihood Ratio Tests and Compute the Distributions in the Previous Chapter. In: Finite Form Representations for Meijer G and Fox H Functions. Lecture Notes in Statistics, vol 223. Springer, Cham. https://doi.org/10.1007/978-3-030-28790-0_6
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DOI: https://doi.org/10.1007/978-3-030-28790-0_6
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