Bcov: Bartlett's Test for One Sample Covariance Matrix

In MVTests: Multivariate Hypothesis Tests

Bartlett's Test for One Sample Covariance Matrix

Description

Bcov function tests whether the covariance matrix is equal to a given matrix or not.

Usage

Bcov(data, Sigma)

Arguments

data	a data frame.
Sigma	The covariance matrix in NULL hypothesis.

Details

This function computes Bartlett's test statistic for the covariance matrix of one sample.

Value

a list with 3 elements:

ChiSquare	The value of Test Statistic
df	The Chi-Square statistic's degree of freedom
p.value	p value

Author(s)

Hasan BULUT <[e-mail]>

References

Rencher, A. C. (2003). Methods of multivariate analysis (Vol. 492). John Wiley & Sons.

Examples

data(iris) 
S<-matrix(c(5.71,-0.8,-0.6,-0.5,-0.8,4.09,-0.74,-0.54,-0.6,
     -0.74,7.38,-0.18,-0.5,-0.54,-0.18,8.33),ncol=4,nrow=4)
result <- Bcov(data=iris[,1:4],Sigma=S)
summary(result)

MVTests documentation built on Nov. 3, 2023, 5:11 p.m.