ICSNP: 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)
<doi:10.1146/annurev-statistics-031017-100247>. 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'.
| Version: |
1.2-0 |
| Depends: |
mvtnorm, ICS |
| Suggests: |
testthat (≥ 3.0.0) |
| Published: |
2026-11-07 |
| DOI: |
10.32614/CRAN.package.ICSNP |
| Author: |
Klaus Nordhausen 
[aut, cre],
Seija Sirkia [aut],
Hannu Oja [aut],
David E. Tyler [aut] |
| Maintainer: |
Klaus Nordhausen <klausnordhausenR at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Materials: |
ChangeLog |
| CRAN checks: |
ICSNP results |
Documentation:
Downloads:
Reverse dependencies:
| Reverse depends: |
MNM, MultNonParam, OjaNP |
| Reverse imports: |
CAFT, ellipticalsymmetry, fitHeavyTail, ICSShiny, ICtest, nethet, TCIU |
| Reverse suggests: |
autonomics, geex, ICS, JADE, SpatialNP |
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