Rayleigh test of uniformity against a unimodal alternative
Details
The statistic is \(S = p n \bar{R}^2\) for \(n\) unit vectors in \(p\) dimensions, asymptotically chi-square with \(p\) degrees of freedom; the p-value is that of the modified statistic \(S^* = (1 - 1/(2n)) S + S^2 / (2n(p + 2))\), which has error \(O(1/n^2)\) (MJ eq. 10.4.4-10.4.6, eq. 6.3.3 for the circle; FLE sec. 5.3.1(i)). The test is not consistent against axial alternatives.
Examples
rayleigh_test3(example_lines)
#>
#> Rayleigh Test
#>
#> statistic = 1954991, df = 3, p-value < 2.2e-16
#> critical value (95% confidence level) = 7.8147
#> null hypothesis rejected at the 95% confidence level: yes
#> further statistics:
#> R Rbar modified
#> 7.398632e+03 8.807895e+01 4.551932e+09
#> source: Mardia & Jupp (2000), eq. 10.4.4-10.4.6
#>
