RobCat computes p value based on robust CAT algorithm to compare two means vectors
under multivariate Behrens-Fisher problem.
Usage
RobCat(X, Y, M = 1000, alpha = 0.75)
Value
a list with 2 elements:
Cstat
Calculated value of test statistic
pval
The p value
Arguments
X
a matrix or data frame for first group.
Y
a matrix or data frame for second group.
M
iteration number and the default is 1000.
alpha
numeric parameter controlling the size of the subsets over which the determinant is minimized; roughly alpha*n, observations are used for computing the determinant. Allowed values are between 0.5 and 1 and the default is 0.75.
Author
Hasan BULUT <hasan.bulut@omu.edu.tr>
Details
This function computes p value based on robust CAT algorithm to compare two means vectors
under multivariate Behrens-Fisher problem. When p value<0.05, it means the difference of two mean vectors is significant statistically.