Hotelling's multivariate version of the t-test:
Hotelling's multivariate version of the t-test
Description
Hotelling's test for testing the equality of two population mean vectors.
Usage
hotel2T2(x1, x2, a = 0.05, R = 999, graph = FALSE)
Arguments
x1
A matrix containing the Euclidean data of the first group.
x2
A matrix containing the Euclidean data of the second group.
a
The significance level, set to 0.05 by default.
R
If R is 1 no bootstrap calibration is performed and the classical p-value via the F distribution is returned. If R is greater than 1, the bootstrap p-value is returned.
graph
A boolean variable which is taken into consideration only when bootstrap calibration is performed. IF TRUE the histogram of the bootstrap test statistic values is plotted.
Value
A list including:
A list including:
Details
Multivariate analysis of variance assuming equality of the covariance matrices. The p-value can be calculated either asymptotically or via bootstrap.
References
Everitt Brian (2005). An R and S-Plus Companion to Multivariate Analysis p. 139-140. Springer.