Performs a structure of a covariance matrix test.

structureCovariances(x, Sigma, ..., covTest = Nagao1973)

Arguments

x

data

Sigma

Population covariance matrix

...

other options passed to covTest method

covTest

structure of covariance matrix test 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.