Cov_test: Testing the Equality of Covariance Operators in Functional...

Description Usage Arguments Details Value References See Also Examples

Description

This function tests for the equality of the covariance structures in two functional samples.

Usage

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Cov_test(fdobj1, fdobj2, d)

Arguments

fdobj1

A functional data object of class 'fd'

fdobj2

A functional data object of class 'fd'

d

Level ofdimension reduction needed to represent the data. One can use pick_dim

Details

test for the equality of the covariance structures in two functional samples. The test statistic has a chi-square asymptotic distribution with a known number of degrees of freedom, which depends on the level of dimension reduction needed, d, to represent the data.

Value

pvalue

Approximate p value for testing equality of the covariance structures in two functional samples

References

Fremdt S., Horvath L., Kokoszka P., Steinebach J. (2017+), Testing the Equality of Covariance Operators in Functional Samples Scandinavian Journal of Statistics, 2013.

See Also

change_fPCA

Examples

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# generate functional data
fdata1 = fun_IID(n=100, nbasis=21)
fdata2 = fun_IID(n=150, nbasis=21)
Cov_test(fdata1, fdata2, d=5)

fChange documentation built on May 2, 2019, 6:43 a.m.