biotools (version 1.2)

boxM: Box's M-test

Description

It performs the Box's M-test for homogeneity of covariance matrices obtained from multivariate normal data according to one classification factor. The test is based on the chi-square approximation.

Usage

boxM(data, grouping)

Arguments

data

a numeric data.frame or matrix containing n observations of p variables; it is expected that n > p.

grouping

a vector of length n containing the class of each observation; it is usualy a factor.

Value

• A list with class "htest" containing the following components:
• statistic
  an approximated value of the chi-square distribution.
• parameter
  the degrees of freedom related of the test statistic in this case that it follows a Chi-square distribution.
• p.value
  the p-value of the test.
• cov
  a list containing the within covariance matrix for each level of grouping.
• pooled
  the pooled covariance matrix.
• logDet
  a vector containing the natural logarithm of each matrix in cov.
• data.name
  a character string giving the names of the data.
• method
  the character string "Box's M-test for Homogeneity of Covariance Matrices".

References

Morrison, D.F. (1976) Multivariate Statistical Methods.

Examples

data(iris)
boxM(iris[, -5], iris[, 5])

# End (not run)