An auxiliary function to calculate the values for the Taylor-based Monte-Carlo-approximation for one group. After receiving some auxiliary matrices and data, the Monte-Carlo observations are generated and different parts of the final sum are defined. Based on this a number of the Taylor-based ATS are calculated, where the number can be chosen.
Tayapp1G(
repetitions,
C,
MSrootStUpsi,
CorData,
MvrH,
Trace,
M4,
L,
P,
Q,
n1,
Atilde = NULL,
Jacobi = NULL
)a matrix containing the values of the Taylor ATS for a number of repetitions
a number specifying the number of runs for the approximation
the used hypothesis matrix
the matrix root of the covariance matrix for the Taylor observations
the calculated correlation matrix
an auxiliary matrix for the transformation from vectorized covariances to vectorized correlations
a trace used in the ATS for the test statistic
a auxiliary matrix for the transformation from vectorized covariances to vectorized correlations
an auxiliary matrix for the transformation from vectorized covariances to vectorized correlations
an auxiliary matrix for the transformation from vectorized covariances to vectorized correlations
an auxiliary matrix for the transformation from vectorized covariances to vectorized correlations
the total sample size, a scalar
an auxiliary matrix for the transformation from row-wise vectorization
the Jacobian matrix of the transformation function applied for the diagonal vectorized correlation to diagonalwise vectorization. used for the transformation function 'subdiagonal_mean_ratio_cor', else NULL