structureCovariances: Test Wrapper for Structure of a Covariance Matrices

In BenBarnard/EqualCov: Covariance Matrix Tests

Description

Performs a structure of a covariance matrix test.

Usage

structureCovariances(x, Sigma = "identity", ..., covTest = Nagao1973)

Arguments

x	data
Sigma	Population covariance matrix
...	other options passed to covTest method
covTest	structure of covariance matrix test method

Details

The structureCovariances function is a wrapper function that formats the data for the specific covTest functions.

Value

A list with class "htest" containing the following components:

statistic	the value of equality of covariance test statistic
parameter	the degrees of freedom for the chi-squared statistic
p.value	the p=value for the test
estimate	the estimated covariances if less than 5 dimensions
null.value	the specified hypothesized value of the covariance difference
alternative	a character string describing the alternative hyposthesis
method	a character string indicating what type of equality of covariance test was performed
data.name	a character string giving the names of the data

See Also

Other Testing for Structure of Covariance Matrices: Ahmad2015

BenBarnard/EqualCov documentation built on Dec. 4, 2019, 5:29 p.m.