CovTest1.2014Srivastava: One-Sample Covariance Test by Srivastava, Yanagihara, and...
In CovTools: Statistical Tools for Covariance Analysis

Description Usage Arguments Value References Examples

View source: R/CovTest1.2014Srivastava.R

Given data, it performs 1-sample test for Covariance where the null hypothesis is

H_0 : Σ_n = Σ_0

where Σ_n is the covariance of data model and Σ_0 is a hypothesized covariance based on a procedure proposed by Srivastava, Yanagihara, and Kubokawa (2014).

1	CovTest1.2014Srivastava(data, Sigma0 = diag(ncol(data)), alpha = 0.05)

`data`	an (n\times p) data matrix where each row is an observation.
`Sigma0`	a (p\times p) given covariance matrix.
`alpha`	level of significance.

a named list containing

statistic: a test statistic value.
threshold: rejection criterion to be compared against test statistic.
reject: a logical; TRUE to reject null hypothesis, FALSE otherwise.

\insertRef

srivastava_tests_2014CovTools

## Not run: 
## generate data from multivariate normal with trivial covariance.
pdim = 5
data = matrix(rnorm(10*pdim), ncol=pdim)

## run the test
CovTest1.2014Srivastava(data)

## End(Not run)