test_covequal {covequal} | R Documentation |
Uses Roy's union-intersection principle for testing for equality of covariance matrices between two samples. Also provides p-values.
test_covequal(X, Y, inference = c("TW", "permutation"), nperm)
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. |
A list containing the test statistic and the p-value.
X <- matrix(rnorm(50*100), ncol = 100)
Y <- matrix(rnorm(40*100), ncol = 100)
test_covequal(X, Y, inference = "TW", nperm = 10)