CombTest

<p>This help page describes the structure of the <code>CombTest</code> class,
which is used to represent the results the combined covariance and
correlation test.</p>

internal

A compilation of tests for hypotheses regarding covariance
and correlation matrices for one or more groups. The hypothesis can
be specified through a corresponding hypothesis matrix and a vector or
by choosing one of the basic hypotheses, while for the structure test,
only the latter works. Thereby Monte-Carlo and Bootstrap-techniques
are used, and the respective method must be chosen, and the functions
provide p-values and mostly also estimators of calculated covariance
matrices of test statistics. For more details on the methodology, see
Sattler et al. (2022) <doi:10.1016/j.jspi.2021.12.001>,
Sattler and Pauly (2024) <doi:10.1007/s11749-023-00906-6>, and
Sattler and Dobler (2025) <doi:10.48550/arXiv.2310.11799>.

Svenja Jedhoff

CovCorTest

Statistical Tests for Covariance and Correlation Matrices and
their Structures

Paavo Sattler

Markus Pauly

Arne C Bathke

Dennis Dobler

CombTest function

CombTest Object — CombTest

CombTest Object

CombTest: CombTest Object

Description

Usage

Arguments

Value

Details