Man pages for dnayyala/cramp
Covariance Matrix Testing using Random Projections

boxm.testBox-M test statistic
cai.statisticCai test statistic
chenzz.statisticChen et al. test statistic
cramp-packageCRAMP: *C*ovariance matrix testing using *RA*ndom *M*atrix...
cramp.statisticCRAMP test statistic
gev.critvalueWu-Li critical value
john.nagao.statisticJohn and Nagao test statistics
li.chen.statisticLi-Chen test statistic
lrt.statisticOne-sample likelihood ratio tests
lw.statisticLedoit-Wolf test statistic
nulldist.onesampleOne sample null distribution generator
nulldist.twosampleTwo sample null distribution generator
ortho.randprojOrthogonal random matrix generator
raptt.randprojRAPTT projection matrix generator
schott.testSchott's test
srivastava.statisticSrivastava et al. test statistics
wald.statisticTwo-sample Wald test
wu.li.statisticWu-Li test statistic
dnayyala/cramp documentation built on June 27, 2023, 1:34 p.m.