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

In SonmezOzan/fChange_0.2.0: Change Point Analysis in Functional Data

Description

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

Usage

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

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

SonmezOzan/fChange_0.2.0 documentation built on May 17, 2019, 8:04 a.m.