Description Usage Arguments References Examples
Tests whether to reject null hypothesis that the last p-q eigenvalues are equal, based on approximation 4.9 (Flury,1986). The value p is the dimension of the matrices and the value q is the number of eigenvectors to be kept.
1 |
matList |
list of covariance matrices |
n |
numeric vector of sample sizes |
q |
number of eigenvectors to be kept |
Flury B.N. Asymptotic theory for common principal component analysis. Annals Statist. 1986. 14, 418-430.
1 2 | source("test_examples.R")
h_sphere(test_turtle,n_turtle,q=1)
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