[R-SIG-Finance] Equality of covariance matrices??

[Wildi Marc (wlmr)]

I hope you do not assume Gaussianity, don't you?

Marc

________________________________________
Von: r-sig-finance-bounces at r-project.org [r-sig-finance-bounces at r-project.org]" im Auftrag von "benn fine [bennfine at gmail.com]
Gesendet: Sonntag, 21. Juli 2013 13:37
An: R-SIG-Finance at r-project.org
Betreff: [R-SIG-Finance] Equality of covariance matrices??

HI:

I know there are several likelihood ratio tests for comparing two
covariance matrices but darned if I can find them coded in R. Does anyone
know if they are lurking in some package?

Thanks!

b

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