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 <>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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covequal documentation built on May 1, 2019, 8:47 p.m.