CovTest {CovCorTest} | R Documentation |
CovTest Object
Description
This help page describes the structure of the CovTest
class,
which is used to represent the results of a covariance and correlation test.
Usage
CovTest()
Details
A CovTest
object is a list with the following components:
method
Character. Either 'Covariance' or 'Correlation'.
pvalue
Numeric. The p-value of the test.
Teststatistic
Numeric. The test statistic.
CovarianceMatrix
Matrix. The covariance estimator for the teststatistic.
C
Numeric. A constant or vector of constants used in the test.
Xi
Numeric. A parameter related to the test.
resampling_method
Character. The resampling method used in the test.
repetitions
Integer. The number of repetitions used in resampling.
hypothesis
Character. The hypothesis being tested.
nv
Numeric. The sample size or the number of variables.
Value
An object of class CovTest
.
[Package CovCorTest version 1.0.0 Index]