Bootstrap {CovCorTest} | R Documentation |
Bootstrap for one and multiple groups
Description
This function generates normal distributed random vectors. For one group, nv random vectors with covariance matrix HatCov are generated and the corresponding value of the ATS is generated. For multiple groups the corresponding sample sizes from nv are used. The weighted sum of covariance matrices is calculated and used to calculate the value of the ATS.
Usage
Bootstrap(N.sim, nv, C, MSrootHatCov)
Arguments
N.sim |
control variable for using sapply |
nv |
scalar (one group) or vector (multiple groups) of sample sizes for the bootstrap samples |
C |
hypothesis matrix for calculating the ATS |
MSrootHatCov |
matrix (one group) or list of matrices (multiple groups) of roots of the covariance matrices, to generate the bootstrap sample |
Value
a scalar, the value of the ATS
[Package CovCorTest version 1.0.0 Index]