\(p\)-values from the four MANOVA test statistics are calculated according to the traditional F-distribution approximations (exact in some cases).
multiPvalues(D, E, A, M, dim, dimX, dimY)
Wilks' Lambda
Roy's Largest Root
Hotelling-Lawley Trace Statistic
Pillay-Bartlett Trace Statistic
Number of observations
Number of x-variables
Number of y-variables
\(p\)-value: Wilks' Lambda
\(p\)-value: LOWER BOUND for Roy's Largest Root
\(p\)-value: Hotelling-Lawley Trace Statistic
\(p\)-value: Pillay-Bartlett Trace Statistic
The parameters dim
, dimX
and dimY
corresponds to a
situation where the test statistics are calculated from two data matrices
with zero mean (test of independence).