equalCovs: LC-test for equality of high dimensional covariances

Description Usage Arguments Details Value Author(s) References

View source: R/LCtest.R

Description

Testing the equality of two high dimensional covariance matrices using the testing procedure by Li and Chen (2012).

Usage

1
equalCovs(X, Y, alpha, DNAME)

Arguments

X

The n x p data matrix from the sample 1

Y

The n x p data matrix from the sample 2.

alpha

The prescribed level of significance

DNAME

Default input.

Details

Implementing testing procedure proposed by Li and Chen (2012) to test the equality of two sample high dimensional covariance matrices.

Value

Value of testing statistic, p-value, alternative hypothesis, and the name of testing procedure.

Author(s)

Tong He

References

J. Li and S. Chen (2012). Two sample tests for high-dimensional covariance matrices. Ann. Statist. 40, 908–940


HDtest documentation built on Sept. 22, 2018, 1:05 a.m.

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