20.12 Mauchly 球形检验 mauchly.test

检验:Wishart 分布的协方差矩阵是否正比于给定的矩阵

Mauchly’s Test of Sphericity

Tests whether a Wishart-distributed covariance matrix (or transformation thereof) is proportional to a given matrix.

usage(mauchly.test)
mauchly.test(object, ...)
usage("mauchly.test.mlm")
## S3 method for class 'mlm'
mauchly.test(object, ...)
usage("mauchly.test.SSD")
## S3 method for class 'SSD'
mauchly.test(object, Sigma = diag(nrow = p), T = Thin.row(proj(M) - proj(X)),
    M = diag(nrow = p), X = ~0, idata = data.frame(index = seq_len(p)), ...)