subdiagonal_mean_ratio_fct

A function which calculates the mean of the secondary diagonals
and divide them through the next one. Since the elements can be negative, for
the denominator absolute values are used.

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_fct function

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

Arguments

Transformation of the vectorized covariance matrix by
quotients of means — subdiagonal_mean_ratio_fct

<dl>

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


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


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

</dl>

subdiagonal_mean_ratio_fct: Transformation of the vectorized covariance matrix by quotients of means

Description

Usage

Value

Arguments