#' @references Ishii, A., Yata, K., and Aoshima, M. (2016). Asymptotic
#' properties of the first pricipal component and equality tests of
#' covariance matrices in high-dimesion, low-sample-size context. Journal
#' of Statistical Planning and Inference, 170:186-199.
#' \href{http://doi.org/10.1016/j.jspi.2015.10.007}{10.1016/j.jspi.2015.10.007}
#' @rdname homogeneityStatistics
#' @export
#' @importFrom rlang list2
#' @importFrom stats pf
Ishii2016 <- function(x, ...) {
ls <- list2(...)
matrix_ls <- x
statistic <- Ishii2016Stat(matrix_ls)
xmin <- names(matrix_ls[1])
xmax <- names(matrix_ls[length(matrix_ls)])
xother <- names(matrix_ls[-c(1, length(matrix_ls))])
data.name <- Reduce(paste0, past(xmin = xmin, xother, xmax = xmax))
names(statistic) <- "F"
parameter <- c(length(matrix_ls), 1)
names(parameter) <- c("df1", "df2")
null.value <- 0
names(null.value) <- "difference in covariance matrices"
p.value <- 1 - pf(statistic, df1 = parameter[1], df2 = parameter[2])
obj <- list(statistic = statistic,
parameter = parameter,
p.value = p.value,
estimate = NULL,
null.value = null.value,
alternative = "two.sided",
method = "Ishii and Aoshima 2016 Homogeneity of Covariance Matrices Test",
data.name = data.name)
class(obj) <- "htest"
obj
}
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