structureCovariances {covTestR} | R Documentation |
Test Wrapper for Structure of a Covariance Matrices
Description
Performs a structure of a covariance matrix test.
Usage
structureCovariances(x, Sigma = "identity", ..., covTest = Nagao1973)
Arguments
x |
data |
Sigma |
Population covariance matrix |
... |
other options passed to covTest method |
covTest |
structure of covariance matrix test method |
Details
The structureCovariances
function is a wrapper function that formats the data
for the specific covTest
functions.
Value
A list with class "htest" containing the following components:
statistic | the value of equality of covariance test statistic |
parameter | the degrees of freedom for the chi-squared statistic |
p.value | the p=value for the test |
estimate | the estimated covariances if less than 5 dimensions |
null.value | the specified hypothesized value of the covariance difference |
alternative | a character string describing the alternative hyposthesis |
method | a character string indicating what type of equality of covariance test was performed |
data.name | a character string giving the names of the data |
See Also
Other Testing for Structure of Covariance Matrices: Ahmad2015
[Package covTestR version 0.1.4 Index]