Bcov

<code>Bcov</code> function tests whether the covariance matrix is equal to a 
given matrix or not.

Multivariate hypothesis tests and the confidence intervals. It can be used to test the hypothesizes about mean vector or vectors (one-sample, two independent samples, paired samples), covariance matrix (one or more matrices), and the correlation matrix. Moreover, it can be used for robust Hotelling T^2 test at one sample case in high dimensional data. For this package, we have benefited from the studies Rencher (2003), Nel and Merwe (1986) <DOI: 10.1080/03610928608829342>, Tatlidil (1996), Tsagris (2014), Villasenor Alva and Estrada (2009) <DOI: 10.1080/03610920802474465>.

Hasan BULUT

MVTests

Multivariate Hypothesis Tests

Bcov function

<dl><dt>data</dt>
<dd>a data frame.</dd>
<dt>Sigma</dt>
<dd>The covariance matrix in NULL hypothesis.</dd></dl>

Arguments

Hasan BULUT &lt;hasan.bulut@omu.edu.tr&gt;

Author

Bartlett's Test for One Sample Covariance Matrix — Bcov

<dl>

<dt>data</dt>
<dd>a data frame.</dd>


<dt>Sigma</dt>
<dd>The covariance matrix in NULL hypothesis.</dd>

</dl>

Bcov: Bartlett's Test for One Sample Covariance Matrix

Description

Usage

Value

Arguments

Author

Details

References

Examples