MBoxtest: Compute Box's M-statistic

Description Usage Arguments Author(s) References See Also

View source: R/MBoxtest.R


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().


MBoxtest(DATA, nmanvars)



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.


Number of manifest variables in the original multidimensional data sets.


Harmen Draisma


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


represent documentation built on May 29, 2017, 9:53 p.m.

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