# HotellingsT2Test

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##### Hotelling's T2 Test

Hotelling's T2 test is the multivariate generlisation of the Student's t test. A one-sample Hotelling's T2 test can be used to test if a set of vectors of data (which should be a sample of a single statistical population) has a mean equal to a hypothetical mean. A two-sample Hotelling's T2 test may be used to test for significant differences between the mean vectors (multivariate means) of two multivariate data sets are different.

Keywords
htest, multivariate
##### Usage
HotellingsT2Test(x, ...)
"HotellingsT2Test"(x, y = NULL, mu = NULL, test = "f", ...)
"HotellingsT2Test"(formula, data, subset, na.action, ...)
##### Arguments
x
a numeric data frame or matrix.
y
an optional numeric data frame or matrix for the two sample test. If NULL a one sample test is performed.
mu
a vector indicating the hypothesized value of the mean (or difference in means if a two sample test is performed). NULL represents origin or no difference between the groups.
test
if "f", the decision is based on the F-distribution, if "chi" a chi-squared approximation is used.
formula
a formula of the form x ~ g where x is a numeric matrix giving the data values and g a factor with two levels giving the corresponding groups.
data
an optional matrix or data frame (or similar: see model.frame) containing the variables in the formula formula. By default the variables are taken from environment(formula).
subset
an optional vector specifying a subset of observations to be used.
na.action
a function which indicates what should happen when the data contain NAs. Defaults to getOption("na.action").
...
further arguments to be passed to or from methods.
##### Details

The classical test for testing the location of a multivariate population or for testing the mean difference for two multivariate populations. When test = "f" the F-distribution is used for the test statistic and it is assumed that the data are normally distributed. If the chisquare approximation is used, the normal assumption can be relaxed to existence of second moments. In the two sample case both populations are assumed to have the same covariance matrix.

The formula interface is only applicable for the 2-sample tests.

##### Value

A list with class 'htest' containing the following components:

##### References

Nordhausen K., Sirkia S., Oja H. and Tyler D. E. (2012) ICSNP: Tools for Multivariate Nonparametrics. R package version 1.0-9. https://cran.r-project.org/package=ICSNP

Anderson, T.W. (2003), An introduction to multivariate analysis, New Jersey: Wiley.

##### Aliases
• HotellingsT2Test
• HotellingsT2Test.default
• HotellingsT2Test.formula
##### Examples
math.teach <- data.frame(
teacher = factor(rep(1:2, c(3, 6))),
satis   = c(1, 3, 2, 4, 6, 6, 5, 5, 4),
know    = c(3, 7, 2, 6, 8, 8, 10, 10, 6))

with(math.teach,
HotellingsT2Test(cbind(satis, know) ~ teacher))

Documentation reproduced from package DescTools, version 0.99.19, License: GPL (>= 2)

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