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lyngby_pca_eqtest

PURPOSE

lyngby_pca_eqtest - PCA test for equal eigenvalues

SYNOPSIS

function P = lyngby_pca_eqtest(S,n)

DESCRIPTION

 lyngby_pca_eqtest    - PCA test for equal eigenvalues

       function p = lyngby_pca_eqtest(S,n)

       Input:  S   The eigenvalues (vector)
               n   Number of samples

       Output: p   p-value for the test.

       See also: lyngby_svd

CROSS-REFERENCE INFORMATION

This function calls:

lyngby_cdf_chi2 lyngby_cdf_chi2 - X^2 cumulated distribution function
lyngby_meangeo lyngby_meangeo - Geometric mean

This function is called by: