MBoxtest: Compute Box's M-statistic

In represent: Determine How Representative Two Multidimensional Data Sets are

Compute Box's M-statistic

Description

Computes Box's M-statistic according to Section 2.4 in Jouan-Rimbaud et al (1998). This statistic is used to compare the structures of the variance-covariance matrices of two multidimensional data sets. This function is used by the function jrparams().

Usage

MBoxtest(DATA, nmanvars)

Arguments

DATA	Matrix containing the weighted scores on the principal components (PCs) that have been computed for the two data sets to be compared. The first column of this matrix should contain a group indicator variable, which has a value equal to 1 for the first data set and a value equal to 2 for the second data set. The remaining columns contain the weighted PC scores for the two data sets.
nmanvars	Number of manifest variables in the original multidimensional data sets.

Value

A list with two elements:

MB	Box's M-statistic
Sp	Pooled covariance matrix

Author(s)

Harmen Draisma

References

Section 2.4 in: Jouan-Rimbaud D, Massart DL, Saby CA, Puel C: Determination of the representativity between two multidimensional data sets by a comparison of their structure. Chemometrics and Intelligent Laboratory Systems 40 (1998) 129-144.

See Also

jrparams()

represent documentation built on Nov. 3, 2023, 5:10 p.m.