wishartTest.Rd
Given a random Wishart matrix, B, from W_p(Sigma, df) and independent random vector a
, then (a' B a) / (a' Sigma a)
is chi-squared with df degrees of freedom.
wishartTest(WishMat, Sigma, vec = NULL)
WishMat | random Wishart Matrix from W_p(Sigma, df) |
---|---|
Sigma | Covariance matrix for W_p(Sigma, df) |
vec | independent random vector |
A chi-squared random variable with df degrees of freedom.
#> [,1] #> [1,] 1.652047