Performs a structure of a covariance matrix test.
structureCovariances(x, Sigma, ..., covTest = Nagao1973)
x | data |
---|---|
Sigma | Population covariance matrix |
... | other options passed to covTest method |
covTest | structure of covariance matrix test method |
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 |
The structureCovariances
function is a wrapper function that formats the data
for the specific covTest
functions.