get_extended_matrix

This function extends a matrix <code>V</code> (assumed to have fewer than <code>p</code> columns)
to full rank by iteratively appending standard basis vectors from the identity matrix,
ensuring that each added column increases the rank.

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

get_extended_matrix function

<dl><dt>V</dt>
<dd>A numeric matrix with <code>p</code> rows and fewer than <code>p</code> columns.</dd></dl>

Arguments

Extend a matrix to full rank using identity columns — get_extended_matrix

<dl>

<dt>V</dt>
<dd>A numeric matrix with <code>p</code> rows and fewer than <code>p</code> columns.</dd>

</dl>

get_extended_matrix: Extend a matrix to full rank using identity columns

Description

Usage

Value

Arguments

Details