turgeonmaxime/covequal: Test for Equality of Covariance Matrices

Computes p-values using the largest root test using an approximation to the null distribution by Johnstone (2008) <DOI:10.1214/08-AOS605>.

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.1.0.9000
URL http://github.com/turgeonmaxime/covequal
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("turgeonmaxime/covequal")
turgeonmaxime/covequal documentation built on May 13, 2019, 4:11 a.m.