Bootstrap_trans: Bootstrap using transformation for one group

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

Bootstrap using transformation for one group

Description

This function generates n1 normal distributed random vectors with covariance matrix HatCov, which matrix root MSrootHatCov is given and expectation vector vX. For the generated bootstrap sample the value of the ATS based on a transformation is calculated

Usage

Bootstrap_trans(N.sim, n1, a, d, p, C, MSrootHatCov, vX, fun)

Arguments

N.sim	control variable for using sapply
n1	a scalar, declaring the sample size for the bootstrap sample
a	vector containing the indices which belong to the diagonal of the covariance matrix
d	dimension of the covariance matrix
p	dimension of the vectorized matrix
C	a hypothesis matrix for calculating the ATS
MSrootHatCov	matrix root of the covariance matrix HatCov, to generate the bootstrap sample
vX	the expectation vector for the bootstrap sample
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.