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Type: Package
Title: Test for Equality of Covariance Matrices
Version: 0.1.0
Description: Computes p-values using the largest root test using an approximation to the null distribution by Johnstone (2008) <doi:10.1214/08-AOS605>.
Depends: R (≥ 3.0.0)
Imports: RMTstat, stats, corpcor
License: MIT + file LICENSE
LazyData: true
URL: http://github.com/turgeonmaxime/covequal
BugReports: http://github.com/turgeonmaxime/covequal/issues
Suggests: testthat, covr
RoxygenNote: 6.0.1
NeedsCompilation: no
Packaged: 2017-10-12 12:57:44 UTC; mturgeon
Author: Maxime Turgeon [aut, cre]
Maintainer: Maxime Turgeon <maxime.turgeon@mail.mcgill.ca>
Repository: CRAN
Date/Publication: 2017-10-14 13:11:11 UTC

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)

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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