Testing the Independence of Variables for Specific Covariance
Structures
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Documentation for package ‘TestIndVars’ version 0.1.0
Help Pages
| covMatAR | Generate a covariance matrix with Autoregressive (AR) structure. |
| covMatC | Generate a covariance matrix with Circular (C) structure. |
| covMatCS | Generate a covariance matrix with equivariance-equicorrelation or compound symmetry structure. |
| indTest | Complete Independent Test |
| lrTest | Likelihood Ratio Test for Covariance Matrix |
| schottTest | Schott's Test for testing independency |