covmat.test: Tests if a given sample covariance matrix is significantly...

View source: R/covmat.test.R

covmat.testR Documentation

Tests if a given sample covariance matrix is significantly different than a null

Description

Tests if a given sample covariance matrix is significantly different than a null

Usage

covmat.test(S, sig.0, N, k = 1)

Arguments

S

Sample covariance matrix from multivariate responses

sig.0

Hypothesized covariance matrix

N

Sample size

K

Number of groups in multivariate data

Value

Test statistics, p-values and df for covariance matrix test

Examples

test.covmat(cov(iris[,1:4]), matrix(rep(0,16), ncol = 4), 150, 3)


Ammlakh/stat431package documentation built on May 7, 2022, 9:48 p.m.