CovTest: CovTest Object

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

CovTest Object

Description

This help page describes the structure of the CovTest class, which is used to represent the results of a covariance and correlation test.

Usage

CovTest()

Details

A CovTest object is a list with the following components:

method

Character. Either 'Covariance' or 'Correlation'.

pvalue

Numeric. The p-value of the test.

Teststatistic

Numeric. The test statistic.

CovarianceMatrix

Matrix. The covariance estimator for the teststatistic.

C

Numeric. A constant or vector of constants used in the test.

Xi

Numeric. A parameter related to the test.

resampling_method

Character. The resampling method used in the test.

repetitions

Integer. The number of repetitions used in resampling.

hypothesis

Character. The hypothesis being tested.

nv

Numeric. The sample size or the number of variables.

Value

An object of class CovTest.

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