Elliptical Symmetry Tests in \proglang{R}

TL;DR

This paper implements several tests for elliptical symmetry in R, addressing a gap in available tools, and demonstrates their use with real data to assess the assumption's validity.

Contribution

It provides the first implementation of multiple elliptical symmetry tests in R, including recent methods, facilitating their practical application.

Findings

Implemented multiple elliptical symmetry tests in R

Demonstrated tests with a real data example

Facilitated practical assessment of elliptical symmetry assumption

Abstract

The assumption of elliptical symmetry has an important role in many theoretical developments 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. The focus of this paper is the implementation of several well-known tests for elliptical symmetry together with some recent tests. We demonstrate the testing procedures with a real data example.