h_sphere: Hypothesis of Sphericity

Description Usage Arguments References Examples

View source: R/stats.R

Description

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.

Usage

1
  h_sphere(matList, n, q)

Arguments

matList

list of covariance matrices

n

numeric vector of sample sizes

q

number of eigenvectors to be kept

References

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

Examples

1
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source("test_examples.R")
h_sphere(test_turtle,n_turtle,q=1)

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