boxM: Box's M-test

In biotools: Tools for Biometry and Applied Statistics in Agricultural Science

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".

Author(s)

Anderson Rodrigo da Silva <[e-mail]>

References

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

Examples

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

# End (not run)

Example output

Loading required package: rpanel
Loading required package: tcltk
Package `rpanel', version 1.1-4: type help(rpanel) for summary information
Loading required package: tkrplot
Loading required package: MASS
Loading required package: lattice
Loading required package: SpatialEpi
Loading required package: sp
---
biotools version 3.1

Warning messages:
1: no DISPLAY variable so Tk is not available 
2: loading Rplot failed 

	Box's M-test for Homogeneity of Covariance Matrices

data:  iris[, -5]
Chi-Sq (approx.) = 140.94, df = 20, p-value < 2.2e-16

biotools documentation built on Aug. 7, 2021, 9:06 a.m.