README.md

In ararslan/boxm: Box M-Test for Equality of Covariance Matrices

boxm

An R package for performing Box's test for equality of covariance matrices.

I'll probably add documentation and tests at some point.

References:

1. Box, G. E. P., "A General Distribution Theory for a Class of Likelihood Criteria." Biometrika, 36 (1949), 317-346.

2. Johnson, R. A., Wichern, D. W., Applied Multivariate Statistical Analysis. 6th ed. Upper Saddle River, NJ: Prentice Hall, 2007.

ararslan/boxm documentation built on May 21, 2019, 7:54 a.m.