subdiagonal_mean_ratio_cor

A function calculating the roots of a vectorized covariance
matrix. The roots increasing, so square root for the first secondary
diagonals, third root for the second secondary diagonal and so on. For roots
with even order the absolute value of the argument is used, since the
arguments can be negative.

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

subdiagonal_mean_ratio_cor function

<dl><dt>v</dt>
<dd>vectorized correlation matrix which should be transformed</dd>
<dt>a</dt>
<dd>vector containing the indices which belong to the diagonal of the
correlation matrix</dd>
<dt>d</dt>
<dd>dimension of the correlation matrix</dd></dl>

Arguments

Root transformation of the vectorized correlation matrix — subdiagonal_mean_ratio_cor

<dl>

<dt>v</dt>
<dd>vectorized correlation matrix which should be transformed</dd>


<dt>a</dt>
<dd>vector containing the indices which belong to the diagonal of the
correlation matrix</dd>


<dt>d</dt>
<dd>dimension of the correlation matrix</dd>

</dl>

subdiagonal_mean_ratio_cor: Root transformation of the vectorized correlation matrix

Description

Usage

Value

Arguments