Description Usage Arguments Value Author(s) References See Also Examples

View source: R/highD2popfunctions.R

Performs the test from Cai, Liu, and Xia (2013) for the equality of two population covariance matrices.

1 | ```
CLX.Covtest(X, Y)
``` |

`X` |
the |

`Y` |
the |

`TSvalue` |
the value of the test statistic. |

`pvalue` |
the p-value for the test statistic. |

Karl Gregory [email protected], http://www.stat.tamu.edu/~kbgregory.

T. Tony Cai, Weidong Liu, and Yin Xia. 2013
“Two-sample covariance matrix testing and support recovery in high-dimensional and sparse settings”
*Journal of The American Statistical Association*. **108**, 265–277

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