Given a random Wishart matrix, B, from W_p(Sigma, df) and independent random vector a, then (a' B a) / (a' Sigma a)
is chi-squared with df degrees of freedom.
Usage
wishartTest(WishMat, Sigma, vec = NULL)
Arguments
WishMat
random Wishart Matrix from W_p(Sigma, df)
Sigma
Covariance matrix for W_p(Sigma, df)
vec
independent random vector
Value
A chi-squared random variable with df degrees of freedom.