BoxMTest

The function performs Box's test for testing the null hypothesis that two or more covariance matrices are equal.

Provides utility functions for multivariate analysis (factor analysis, discriminant analysis, and others). The package is primary written for the course Multivariate analysis and for the course Computer intensive methods at the masters program of Applied Statistics at University of Ljubljana.

Marjan Cugmas

multiUS

Functions for the Courses Multivariate Analysis and Computer
Intensive Methods

Žiberna Aleš

Cugmas Marjan

Torgo Luis

Ki-Yeol Kim

Gwan-Su Yi

Liaw Andy

Leisch Friedrich

BoxMTest function

<dl><dt>X</dt>
<dd>A data frame with the values of numberical variables.</dd>
<dt>cl</dt>
<dd>An normial or ordinal variable which defines groups (a partition) (must be of type <code>factor</code>).</dd>
<dt>alpha</dt>
<dd>Significance level (default <code>0.05</code>).</dd>
<dt>test</dt>
<dd>Wheter the F-test (<code>test = "F"</code>) or Chi-square (<code>test = "ChiSq"</code>) test should be forced (see Details). In the case of default value <code>any</code>, the test is chosen based on the number of units by groups.</dd></dl>

Arguments

Andy Liaw and Aleš Žiberna (minor modifications)

Author

Box's test for equivalence of covariance matrices — BoxMTest

<dl>

<dt>X</dt>
<dd>A data frame with the values of numberical variables.</dd>


<dt>cl</dt>
<dd>An normial or ordinal variable which defines groups (a partition) (must be of type <code>factor</code>).</dd>


<dt>alpha</dt>
<dd>Significance level (default <code>0.05</code>).</dd>


<dt>test</dt>
<dd>Wheter the F-test (<code>test = "F"</code>) or Chi-square (<code>test = "ChiSq"</code>) test should be forced (see Details). In the case of default value <code>any</code>, the test is chosen based on the number of units by groups.</dd>

</dl>

BoxMTest: Box's test for equivalence of covariance matrices

Description

Usage

Value

Arguments

Author

Details

References

Examples