Tayapp1G: Function for the Taylor-based Monte-Carlo-approximation for...

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

Function for the Taylor-based Monte-Carlo-approximation for one group

Description

An auxiliary function to calculate the values for the Taylor-based Monte-Carlo-approximation for one group. After receiving some auxiliary matrices and data, the Monte-Carlo observations are generated and different parts of the final sum are defined. Based on this a number of the Taylor-based ATS are calculated, where the number can be chosen.

Usage

Tayapp1G(
  repetitions,
  C,
  MSrootStUpsi,
  CorData,
  MvrH,
  Trace,
  M4,
  L,
  P,
  Q,
  n1,
  Atilde = NULL,
  Jacobi = NULL
)

Arguments

repetitions	a number specifying the number of runs for the approximation
C	the used hypothesis matrix
MSrootStUpsi	the matrix root of the covariance matrix for the Taylor observations
CorData	the calculated correlation matrix
MvrH	an auxiliary matrix for the transformation from vectorized covariances to vectorized correlations
Trace	a trace used in the ATS for the test statistic
M4	a auxiliary matrix for the transformation from vectorized covariances to vectorized correlations
L	an auxiliary matrix for the transformation from vectorized covariances to vectorized correlations
P	an auxiliary matrix for the transformation from vectorized covariances to vectorized correlations
Q	an auxiliary matrix for the transformation from vectorized covariances to vectorized correlations
n1	the total sample size, a scalar
Atilde	an auxiliary matrix for the transformation from row-wise vectorization
Jacobi	the Jacobian matrix of the transformation function applied for the diagonal vectorized correlation to diagonalwise vectorization. used for the transformation function 'subdiagonal_mean_ratio_cor', else NULL

Value

a matrix containing the values of the Taylor ATS for a number of repetitions

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