R/Examples/example_LRT03_EqualityCovariances.R

In gajdosandrej/CharFunToolR: Numerical Computation Cumulative Distribution Function and Probability Density Function from Characteristic Function

## EXAMPLE
# LRT for testing hypothesis on equality of covariances
# Null distribution of the minus log-transformed LRT statistic
n <- 30              # total sample size
p <- 8               # dimension of X_k, k = 1,...,q where q = 5
q <- 5               # number of populations
# W <- vector()      # observed value of W = -log(Lambda)
options <- list()
# options$coef <- -1
options$prob <- c(0.9, 0.95, 0.99)
output <- LRT03_EqualityCovariances(n = n, p = p, q = q, options = options)
str(output)