h_many: Comparing CPC to set of eigenvectors

Description Usage Arguments References

View source: R/stats.R

Description

Tests whether to reject the null hypothesis that a set of q hypothetical eigenvectors are equal to the first q likelihood eigenvectors in CPC, based on equation 3.3 (Flury, 1986). The value q must be a value of 2 or greater. For q=1, see the function h_one.

Usage

1
  h_many(matList, n, betaList)

Arguments

matList

list of matrices

n

numeric vector of sample sizes

betaList

list of eigenvectors (organized from largest to smallest eigenvalue) to be compared to7

References

Flury B.N. Asymptotic theory for common principal component analysis. Annals Statist. 1986. 14, 418-430.


bbolker/cpcbp documentation built on May 10, 2017, 10:26 p.m.