box_m: Box's M-test for Homogeneity of Covariance Matrices

View source: R/box_m.R

box_mR Documentation

Box's M-test for Homogeneity of Covariance Matrices

Description

Performs the Box's M-test for homogeneity of covariance matrices obtained from multivariate normal data according to one grouping variable. The test is based on the chi-square approximation.

Usage

box_m(data, group)

Arguments

data

a numeric data.frame or matrix containing n observations of p variables; it is expected that n > p.

group

a vector of length n containing the class of each observation; it is usually a factor.

Value

A data frame 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.

  • method the character string "Box's M-test for Homogeneity of Covariance Matrices".

Examples

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

rstatix documentation built on Feb. 16, 2023, 6:10 p.m.