Tools for Multivariate Nonparametrics

Classical multivariate methods such as Hotelling's T-test are based on the sample mean vector and the sample covariance matrix, which makes them sensitive to outliers and heavy-tailed distributions. The package provides nonparametric alternatives based on marginal ranks, spatial signs and spatial ranks, as reviewed for example in Nordhausen and Oja (2018) . It contains tests for location and independence, Hotelling's T-test as a parametric reference, the spatial median and other location estimates, and several estimates of shape. The tests can also be applied to invariant coordinates obtained with the package 'ICS'.