test_covequal {covequal}

Test for equality of covariance matrices

Description

Uses Roy's union-intersection principle for testing for equality of covariance matrices between two samples. Also provides p-values.

Usage

test_covequal(X, Y, inference = c("TW", "permutation"), nperm)

Arguments

X

matrix of size n1 x p

Y

matrix of size n2 x p

inference

Method for computing p-value.

nperm

Number of permutations. See details.

Value

A list containing the test statistic and the p-value.

Examples

X <- matrix(rnorm(50*100), ncol = 100)
Y <- matrix(rnorm(40*100), ncol = 100)
test_covequal(X, Y, inference = "TW", nperm = 10)