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rsaconf
2012 Apr 10
1
compare two matrices
Dear Members,
I have two estimated transition matrices and I want to compare them.
In fact I want to check the hypothesis if they come from the same process.
I tried to look for some test but all I found was independence test of
contingency tables.
The following code shows that the usual chi-squared test statistic does
not follow chisq distribution.
MCRepl <- 5000
khi12 <- rep(0,MCRepl)