WDirect.sumL

Hereby the matrices which are part of a list are multiplied with
the corresponding components of a matrix w, containing the weights. These,
now weighted matrices are put together to one larger block-diagonal matrix.

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

WDirect.sumL function

<dl><dt>X</dt>
<dd>matrix</dd>
<dt>w</dt>
<dd>weight matrix</dd></dl>

Arguments

Weighted direct sums for lists — WDirect.sumL

<dl>

<dt>X</dt>
<dd>matrix</dd>


<dt>w</dt>
<dd>weight matrix</dd>

</dl>

WDirect.sumL: Weighted direct sums for lists

Description

Usage

Value

Arguments