ENH: Add hypothesis tests for CCA #214
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ararslan
reviewed
Apr 1, 2024
src/cca.jl
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| @@ -336,3 +340,98 @@ function fit(::Type{CCA}, X::AbstractMatrix{T}, Y::AbstractMatrix{T}; | |||
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| return M::CCA | |||
| end | |||
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| struct CCATest <: HypothesisTest | |||
| # All below are vectors of length 3, containing | |||
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This feels to me like a case where it would make more sense to have separate, individually assessable HypothesisTest types, even if they're structurally the same. (I did something similar ~6 years ago in the now-obsolete MultivariateTests package). You could then have a function that computes/reports them together if that's a common thing to do.
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These are some of the classical hypothesis tests for CCA. The results are identical against Stata.