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cortest.normal(R1, R2 = NULL, n1 = NULL, n2 = NULL, fisher = TRUE)
cortest(R1,R2=NULL,n1=NULL,n2 = NULL, fisher = TRUE) #same as cortest.normal
cortest.mat(R1,R2=NULL,n1=NULL,n2 = NULL)
cortest.jennrich(R1,R2,n1=NULL, n2=NULL)
Yet another test, is the Jennrich(1970) test of the equality of two matrices.
cortest.bartlett
x <- matrix(rnorm(1000),ncol=10)
y <- matrix(rnorm(500),ncol=10)
cortest.normal(x) #just test if this matrix is an identity
cortest.normal(x,y) #do these two matrices differ?
cortest.mat(x)
cortest.mat(x,y) #twice the degrees of freedom as the Jennrich
cortest.jennrich(x,y) #
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