test_covequal: Test for equality of covariance matrices

In covequal: Test for Equality of Covariance Matrices

Description

Uses Roy's union-intersection principle for testing for equality of covariance matrices between two samples. Also provides p-values.

Usage

test_covequal(X, Y, inference = c("TW", "permutation"), nperm)

Arguments

X	matrix of size n1 x p
Y	matrix of size n2 x p
inference	Method for computing p-value.
nperm	Number of permutations. See details.

Value

A list containing the test statistic and the p-value.

Examples

X <- matrix(rnorm(50*100), ncol = 100)
Y <- matrix(rnorm(40*100), ncol = 100)
test_covequal(X, Y, inference = "TW", nperm = 10)

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