Test of Structure of a Covariance Matrix given by Chen et al. 2010

Chen2010(x, Sigma = "identity", ...)

## Arguments

x data Population covariance matrix other options passed to covTest method

## 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

## Details

The structureCovariances function is a wrapper function that formats the data for the specific covTest functions.

## References

Chen, S., et al. (2010). Tests for High-Dimensional Covariance Matrices. Journal of the American Statistical Association, 105(490):810-819. 10.1198/jasa.2010.tm09560

## Examples

Chen2010(as.matrix(iris[1:50, 1:3]))#>
#> 	Chen et al. 2010 Test of Covariance Matrix Structure
#>
#> data:
#> Standard Normal = -180.68, Mean = 0, Variance = 1, p-value < 2.2e-16
#> alternative hypothesis: true difference between the Sample Covariance Matrix and the Null Covariance Matrix Structure is not equal to 0
#> sample estimates:
#>              Sepal.Length Sepal.Width Petal.Length
#> Sepal.Length   0.12424898  0.09921633   0.01635510
#> Sepal.Width    0.09921633  0.14368980   0.01169796
#> Petal.Length   0.01635510  0.01169796   0.03015918
#>