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Computes p-values using the largest root test using an approximation to the null distribution by Johnstone (2008) <DOI:10.1214/08-AOS605>.
Package details |
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Author | Maxime Turgeon [aut, cre] |
Maintainer | Maxime Turgeon <maxime.turgeon@mail.mcgill.ca> |
License | MIT + file LICENSE |
Version | 0.1.0 |
URL | http://github.com/turgeonmaxime/covequal |
Package repository | View on CRAN |
Installation |
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