boxMtest: Box's M-test

In MVET: Multivariate Estimates and Tests

Box's M-test

Description

Performs Box's M-test for homogeneity of covariance matrices derived from multivariate normality data according to a single classification factor. This test is based on the chi-square approximation.

Usage

boxMtest(data,
         group)

Arguments

data	A numeric matrix or data frame.
group	In either vector or factor form, the length of the group must correspond to the number of observations n in the data.

Value

M.stat	Box's M-test statistic approximates the chi-square distribution.
df	The degree of freedom is related to the test statistic.
p.value	The p-value of the test statistic.

See Also

mardiatest

Examples

data(wine)
class <- wine$class
winedata <- subset(wine, select = -class)
boxMtest(winedata, class)

MVET documentation built on June 22, 2024, 11:25 a.m.