Test statistics

=====================
Wx~Wy free, W free
isotropic
"wx" "wy" "phix" "phiy"
"1" 0.985 0.636 1 1
"3" 0.985 0.969 1 1
"5" 0.993 0.989 1 1

diagonal
"wx" "wy" "phix" "phiy"
"1" 0.999 0.988 0.999 0.974
"3" 0.991 0.998 0.959 0.983
"5" 0.981 0.986 0.999 0.999

identical isotropic
"wx" "wy" "phix" "phiy"
"1" 0.988 0.993 1 1
"3" 0.992 0.991 1 1
"5" 0.965 0.961 1 1

full
"wx" "wy" "phix" "phiy"
"1" 0.932 0.748 0.948 0.997
"3" 0.884 0.844 0.927 0.961
"5" 0.85 0.938 0.819 0.772

=====================
pCCA
two data sets
"wx" "wy" "phix" "phiy"
"1" 0.984 0.971 0.947 0.834
"2" 0.907 0.777 0.857 0.983
"3" 0.842 0.924 0.906 0.93
"4" 0.783 0.882 0.883 0.685
"5" 0.837 0.772 0.897 0.891

=====================
Wx = Wy, W free
isotropic
"wx" "wy" "phix" "phiy"
"1" 0.996 0.996 1 1
"3" 0.982 0.982 1 1
"5" 0.978 0.978 1 1
"7" 0.99 0.99 1 1

diagonal
"wx" "wy" "phix" "phiy"
"1" 0.997 0.997 1 0.993
"3" 0.991 0.991 0.998 0.995
"5" 0.966 0.966 0.998 0.996
"7" 0.981 0.981 0.997 0.986

identical isotropic
"wx" "wy" "phix" "phiy"
"1" 0.995 0.995 1 1
"3" 0.991 0.991 1 1
"5" 0.985 0.985 1 1
"7" 0.985 0.985 1 1

full
"wx" "wy" "phix" "phiy"
"1" 0.941 0.941 0.924 0.957
"3" 0.962 0.962 0.931 0.939
"5" 0.951 0.951 0.906 0.904
"7" 0.986 0.986 0.941 0.834

=====================
Wx~Wy free, W >=0
diagonal
"wx" "wy" "phix" "phiy"
"1" 0.986 0.983 0.995 0.999
"3" 0.988 0.881 0.967 0.847
"5" 0.979 0.966 0.961 0.974

identical isotropic
"wx" "wy" "phix" "phiy"
"1" 1 1 1 1
"3" 0.993 1 1 1
"5" 0.968 0.956 1 1

isotropic
"wx" "wy" "phix" "phiy"
"1" 0.999 1 1 1
"3" 0.981 0.991 1 1
"5" 0.993 0.95 1 1

full
"wx" "wy" "phix" "phiy"
"1" 0.95 0.95 0.95 0.959
"3" 0.819 0.931 0.911 0.952
"5" 0.754 0.856 0.884 0.92

=====================
Wx = Wy, W >=0
isotropic
"wx" "wy" "phix" "phiy"
"1" 0.996 0.996 1 1
"3" 0.999 0.999 1 1
"5" 0.951 0.951 1 1
"7" 0.977 0.977 1 1

identical isotropic
"wx" "wy" "phix" "phiy"
"1" 0.997 0.997 1 1
"3" 0.994 0.994 1 1
"5" 0.989 0.989 1 1
"7" 0.979 0.979 1 1

diagonal
"wx" "wy" "phix" "phiy"
"1" 0.977 0.977 0.997 0.975
"3" 0.962 0.962 0.985 0.998
"5" 0.992 0.992 0.964 0.983
"7" 0.918 0.918 0.738 0.684

full
"wx" "wy" "phix" "phiy"
"1" 0.537 0.537 0.925 0.97
"3" 0.93 0.93 0.868 0.849
"5" 0.732 0.732 0.921 0.962
"7" 0.976 0.976 0.523 0.632

=====================
pFA
two data sets
"wx" "wy" "phix" "phiy"
"1" 0.991 0.995 0.996 0.994
"2" 0.985 0.999 0.999 1
"3" 0.991 0.99 0.987 1
"4" 0.981 0.998 0.995 0.998
"5" 0.988 0.979 0.971 0.999

one data set
"wx" "phix"
"1" 0.991 0.989
"2" 0.986 0.995
"3" 0.985 0.963
"4" 0.972 0.793
"5" 0.965 0.644

=====================
pFA; non-negative W
one data set
"wx" "phix"
"1" 1 0.997
"2" 0.988 0.982
"3" 0.968 0.91
"4" 0.972 0.776
"5" 0.962 0.715

=====================
pPCA
two data sets
"wx" "wy" "phix" "phiy"
"1" 1 0.997 1 1
"2" 0.986 0.987 1 1
"3" 0.976 0.972 1 1
"4" 0.996 0.991 1 1
"5" 0.971 0.961 1 1

one data set
"wx" "phix"
"1" 0.955 1
"2" 0.97 1
"3" 0.979 1
"4" 0.965 1
"5" 0.966 1

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