ATS_fun: ATS for transformed vectors

In CovCorTest: Statistical Tests for Covariance and Correlation Matrices and their Structures

ATS for transformed vectors

Description

A function which calculates the Anova-type-statistic based on a transformation function

Usage

ATS_fun(N, X, C, v, a, d, p, fun)

Arguments

N	sample size
X	matrix containing the bootstrap observations as columns
C	the hypothesis matrix
v	vectorized empirical covariance matrix of the original data
a	vector containing the indices which belongs to the diagonal of the covariance matrix
d	dimension of the covariance matrix
p	dimension of the vectorized matrix
fun	transformation function, that should be used. subdiagonal_mean_ratio_fct or subdiagonal_mean_ratio_cor

Value

a scalar, the value of the ATS

CovCorTest documentation built on June 8, 2025, 11:50 a.m.