Man pages for CovCorTest
Statistical Tests for Covariance and Correlation Matrices and their Structures
| ATS | Anova-Type-statistic |
| ATS_fun | ATS for transformed vectors |
| ATSwS | Anova-Type-Statistic with weighted sum |
| Bootstrap | Bootstrap for one and multiple groups |
| Bootstrap_trans | Bootstrap using transformation for one group |
| CombTest | CombTest Object |
| CovTest | CovTest Object |
| dvech | Diagonal vectorization |
| generateData | Function to generate bootstrap observations |
| Jacobian | Jacobian matrix for transformation functions |
| Listcheck | Function to transform the data into a list, if there are not... |
| print.CombTest | Print function for CombTest object |
| print.CovTest | Print function for CovTest object |
| Qvech | Auxiliary function to calculate the covariance of the... |
| subdiagonal_mean_ratio_cor | Root transformation of the vectorized correlation matrix |
| subdiagonal_mean_ratio_fct | Transformation of the vectorized covariance matrix by... |
| Tayapp1G | Function for the Taylor-based Monte-Carlo-approximation for... |
| TayappMG | Function for the Taylor-based Monte-Carlo-approximation for... |
| TaylorCombined | The Taylor-based Monte-Carlo-approximation for a combined... |
| test_combined | Combined test for equality of covariance matrices and... |
| test_correlation | Test for Correlation Matrices |
| test_correlation_structure | Test for structure of data's correlation matrix |
| test_covariance | Test for Covariance Matrices |
| test_covariance_structure | Test for structure of data's covariance matrix |
| vdtcrossprod | Function to calculate dvech(X t(X)) |
| vechp | Vectorization of the upper triangular part of the matrix |
| vtcrossprod | Function to calculate vech(X t(X)) |
| WDirect.sumL | Weighted direct sums for lists |
