BoxM: Box's M Test

In MVTests: Multivariate Hypothesis Tests

Box's M Test

Description

BoxM function tests whether the covariance matrices of independent samples are equal or not.

Usage

BoxM(data, group)

Arguments

data	a data frame.
group	grouping vector.

Details

This function computes Box-M test statistic for the covariance matrices of independent samples. The hypotheses are defined as H0:The Covariance matrices are homogeneous and H1:The Covariance matrices are not homogeneous

Value

a list with 3 elements:

ChiSquare	The value of Test Statistic
df	The Chi-Square statistic's degree of freedom
p.value	p value

Author(s)

Hasan BULUT <[e-mail]>

References

Rencher, A. C. (2003). Methods of multivariate analysis (Vol. 492). John Wiley & Sons.

Examples

data(iris) 
results <- BoxM(data=iris[,1:4],group=iris[,5])
summary(results)

MVTests documentation built on Nov. 3, 2023, 5:11 p.m.