Description Usage Arguments Details Value Author(s) References

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

1 | ```
equalCovs(X, Y, alpha, DNAME)
``` |

`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. |

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

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

Tong He

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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