# Read me code for 
# "Robust asymptotic tests for the equality of multivariate coefficients of variation"
# Aerts Stphanie and Haesbroeck Gentiane 

In this folder, there are main and auxiliary R files.

Main files:
	- "MCV_consist.R" : function to compute consistent multivariate coefficient of variation estimates.
				The considered MCV are Reyment's, Van Valen's, Voinov & Nikulin's and Albert & Zhang's
				The considered estimators are the classical, MCD, RMCD and S estimators. 
				The considered distributions are the multivariate normal, Student and Power exponential distributions.
				
	- "ASVcvVN.R" : function to compute the asymptotic variances of Voinov and Nikulin's estimates 
				The considered MCV is Voinov & Nikulin's
				The considered estimators are the classical, MCD, RMCD  and S estimators, or the IQRmed and MADmed (p=1). 
				The considered distributions are the multivariate normal, Student and Power exponential distributions.
			
	- "Waldtests.R" : function to compute the Wald-type tests and their semi-parametric versions 
				The considered MCV is Voinov & Nikulin's
				The considered estimators are the classical, MCD, RMCD and S estimators, or the IQRmed and MADmed (p=1). 
				The considered distributions are the multivariate normal, Student and Power exponential distributions.
				

Auxiliary files:
	- "MCDconsist.R" 	: function to compute the MCD and RMCD consistent location and scatter estimators
	- "Sconsist.R"		: function to compute the S consistent location and scatter estimators
	- "fastS_consistency.R"	: additional function to compute the consistent location and scatter estimators
	- "fastS_normality.R"	: additional function to compute the consistent location and scatter estimators under normality
