covequal: Test for Equality of Covariance Matrices

Computes p-values using the largest root test using an approximation to the null distribution by Johnstone (2008) <DOI:10.1214/08-AOS605>.

Getting started

Package details

AuthorMaxime Turgeon [aut, cre]
MaintainerMaxime Turgeon <maxime.turgeon@mail.mcgill.ca>
LicenseMIT + file LICENSE
Version0.1.0
URL http://github.com/turgeonmaxime/covequal
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("covequal")

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covequal documentation built on May 1, 2019, 8:47 p.m.