Performs a structure of a covariance matrix test.

structureCovariances(x, Sigma = "identity", ..., 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:

statisticthe value of equality of covariance test statistic
parameterthe degrees of freedom for the chi-squared statistic
p.valuethe p=value for the test
estimatethe estimated covariances if less than 5 dimensions
null.valuethe specified hypothesized value of the covariance difference
alternativea character string describing the alternative hyposthesis
methoda character string indicating what type of equality of covariance test was performed
data.namea character string giving the names of the data

Details

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

See also

Other Testing for Structure of Covariance Matrices: Ahmad2015