statsmodels.stats.multivariate.CovTestResult

class statsmodels.stats.multivariate.CovTestResult(statistic, pvalue, df, distribution, null, cov_null=None)

Result of test_cov, test_cov_spherical, test_cov_diagonal and test_cov_blockdiagonal.

Parameters:

statisticfloat

Chi-square test statistic.

pvaluefloat

p-value based on the chi-square distribution.

dffloat

Degrees of freedom of the chi-square distribution.

distributionstr

Name of the reference distribution used for pvalue, "chi2".

nullstr

Short description of the null hypothesis being tested.

cov_nullndarray or None

Covariance matrix under the null hypothesis. Only set by test_cov, otherwise None.

Attributes:

cov_null

df

distribution

null

pvalue

statistic

Notes

Unpacks as statistic, pvalue = result. Other values are only accessible using attributes.

Methods

Properties

statistic
pvalue
df
distribution
null
cov_null