# Uniformity test on the Sphere

Let \(x_1, x_2, \ldots, x_n \sim F\) be a random sample with empirical distribution function \(\hat{F}\). We test the null hypothesis of uniformity on the \(d\)-dimensional sphere, i.e., \(H_0: F = G\) where \(G\) is the uniform distribution on the \(d\)-dimensional sphere \(\mathcal{S}^{d-1}\).

We compute the U-statistic estimate of the sample KBQD (Kernel-Based Quadratic Distance) \[ U_{n}=\frac{2}{n(n-1)}\sum_{i=2}^{n}\sum_{j=1}^{i-1}K_{cen}(\mathbf{x}_{i}, \mathbf{x}_{j}), \] then the first test statistic is given as \[T_{n}=\frac{U_{n}}{\sqrt{Var(U_{n})}},\] with \[ Var(U_{n})= \frac{2}{n(n-1)}\left[\frac{1+\rho^{2}}{(1-\rho^{2})^{d-1}}-1\right], \]

and the V-statistic estimate of the KBQD
\[ V_{n} = \frac{1}{n}\sum_{i=1}^{n}\sum_{j=1}^{n}K_{cen}(\mathbf{x}_{i}, \mathbf{x}_{j}), \] where \(K_{cen}\) denotes the Poisson kernel \(K_\rho\) centered with respect to the uniform distribution on the \(d\)-dimensional sphere, that is \[ K_{cen}(\mathbf{u}, \mathbf{v}) = K_\rho(\mathbf{u}, \mathbf{v}) -1 \] and \[ K_\rho(\mathbf{u}, \mathbf{v}) = \frac{1-\rho^{2}}{\left(1+\rho^{2}-2\rho (\mathbf{u}\cdot \mathbf{v})\right)^{d/2}}, \]

for every \(\mathbf{u}, \mathbf{v} \in \mathcal{S}^{d-1} \times \mathcal{S}^{d-1}\).

We generated \(n=200\) observations from the uniform distribution on \(S^{d-1}\), with \(d=3\).

    library(QuadratiK)
    n <- 200
    d <- 3
    set.seed(2468)
    z <- matrix(rnorm(n * d), n, d)
    dat_sphere <- z/sqrt(rowSums(z^2))

The `pk.test` is used for testing uniformity of the generated sample, providing the data matrix as `x` and the value of the concentration parameter `rho`.

    rho <- 0.7
    set.seed(2468)
    res_unif <- pk.test(x = dat_sphere, rho = rho)

    show(res_unif)

    ##
    ##  Poisson Kernel-based quadratic distance test of
    ##                         Uniformity on the Sphere
    ## Selected consentration parameter rho:  0.7
    ##
    ## U-statistic:
    ##
    ## H0 is rejected:  FALSE
    ## Statistic Un:  -0.9756673
    ## Critical value:  1.725683
    ##
    ## V-statistic:
    ##
    ## H0 is rejected:  FALSE
    ## Statistic Vn:  14.89598
    ## Critical value:  23.22949

The `pk.test()` function returns an object of class `pk.test`. The `show` function displays the computed statistics and the corresponding critical values.

The test correctly does not reject the null hypothesis of uniformity.

The `summary` function for the `pk.test` output object provides the results of the performed test, and generates a figure showing the qq-plots against the uniform distribution of each variable with a table of standard descriptive statistics.

    summary_unif <- summary(res_unif)

    ##
    ##  Poisson Kernel-based quadratic distance test of
    ##                         Uniformity on the Sphere
    ##   Test_Statistics Critical_Value Reject_H0
    ## 1      -0.9756673       1.725683     FALSE
    ## 2      14.8959834      23.229487     FALSE

The figure automatically generated by the `summary` function on the result of the test for uniformity displays the qq-plots between the given samples and the uniform distribution with a table of the standard descriptive statistics for each variable.

#### Multimodal example

The Poisson kernel-based test for uniformity exhibits excellent results especially in the case of multimodal distributions.

In this example, we generate data points from a mixture of 4 von Mises-Fisher distributions in 2 dimensions. The direction of the mean vectors for the distributions are set as (1, 0), (0, 1), (-1, 0), and (0, -1), with a concentration parameter \(\kappa=5\).

    # Load necessary libraries
    library(movMF)
    library(sphunif)

    set.seed(2468)
    # Define the mean directions of the 4 von Mises-Fisher distributions
    means <- rbind(
      c(1, 0),
      c(0, 1),
      c(-1, 0),
      c(0, -1)
    )
    # Define the concentration parameter (kappa)
    kappa <- 5
    # Generate 100 samples from a mixture of 4 von Mises-Fisher distributions
    samples <- matrix(rmovMF(100, theta = kappa * means), ncol = 2)

We now compare the results of the `pk.test` function with the Ajne and Bingham tests using the `sphunif` package.

    # Run the pk.test from the QuadratiK package to test the data
    pk_test_result <- pk.test(samples, rho = 0.8)

    # Run the Bingham and Ajne tests from the sphunif package
    other_test_result <- unif_test(samples, type = c("Bingham", "Ajne"))

    pk_test_result

    ##
    ##  Poisson Kernel-based quadratic distance test of
    ##                         Uniformity on the Sphere
    ## Selected consentration parameter rho:  0.8
    ##
    ## U-statistic:
    ##
    ## H0 is rejected:  TRUE
    ## Statistic Un:  2.692594
    ## Critical value:  1.612663
    ##
    ## V-statistic:
    ##
    ## H0 is rejected:  TRUE
    ## Statistic Vn:  15.14426
    ## Critical value:  12.8308

    other_test_result

    ## $Bingham
    ##
    ##  Bingham test of circular uniformity
    ##
    ## data:  samples
    ## statistic = 5.8674, p-value = 0.0532
    ## alternative hypothesis: scatter matrix different from constant
    ##
    ##
    ## $Ajne
    ##
    ##  Ajne test of circular uniformity
    ##
    ## data:  samples
    ## statistic = 0.28268, p-value = 0.3156
    ## alternative hypothesis: any non-axial alternative to circular uniformity

In this example, the Poisson kernel-based test statistics reject the null hypothesis, while the Bingham test and Ajne test obtain p-values equal to 0.0532 and 0.3156, respectively.

## References

Ding, Y., Markatou, M. and Saraceno, G. (2023). “Poisson Kernel-Based Tests for Uniformity on the d-Dimensional Sphere.” Statistica Sinica. doi:10.5705/ss.202022.0347.