covequal0.1.0 package

Test for Equality of Covariance Matrices

test_covequal

Test for equality of covariance matrices

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Computes p-values using the largest root test using an approximation to the null distribution by Johnstone (2008) <DOI:10.1214/08-AOS605>.

  • Maintainer: Maxime Turgeon
  • License: MIT + file LICENSE
  • Last published: 2017-10-14

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