mult_var_matrices_test: Tests for homogeneity of covariances matrices

In fhernanb/stests: Package with useful statistical tests

Tests for homogeneity of covariances matrices

Description

The function implements the test for H_0: \Sigma_1 = \Sigma_2 = ... = \Sigma_q versus H_1 at least one \Sigma_i is different.

Usage

mult_var_matrices_test(s, n, method = "box")

Arguments

s	a list with the sample covariance matrices.
n	a list with the sample sizes.
method	a character string specifying the method, "box" (default), please see the details section for other methods.

Details

the "method" must be one of "box" (default), "xxx" (pronto otros metodos).

Value

A list with class "htest" containing the following components:

statistic	the value of the statistic.
parameter	the degrees of freedom for the test.
p.value	the p-value for the test.
estimate	the estimated mean vectors.
method	a character string indicating the type of test performed.

Author(s)

Freddy Hernandez.

Examples

# Example 5.2.3 from Diaz and Morales (2015) page 200
s1 <- matrix(c(12.65, -16.45,
               -16.45, 73.04), ncol=2, nrow=2)
s2 <- matrix(c(11.44, -27.77,
               -27.77, 100.64), ncol=2, nrow=2)
s3 <- matrix(c(14.46, -31.26,
               -31.26, 101.03), ncol=2, nrow=2)
n1 <- 26
n2 <- 23
n3 <- 25
s <- list(s1, s2, s3)
n <- list(n1, n2, n3)

res <- mult_var_matrices_test(s, n, method="box")
res
plot(res, shade.col='tomato')

# Example 5.3.4 from Mardia (1979) page 141
s1 <- matrix(c(132.99, 75.85, 35.82,
               75.85, 47.96, 20.75,
               35.82, 20.75, 10.79), ncol=3, nrow=3)
s2 <- matrix(c(432.58, 259.87, 161.67,
               259.87, 164.57, 98.99,
               161.67, 98.99, 63.87), ncol=3, nrow=3)
n1 <- 24
n2 <- 24
s <- list(s1, s2)
n <- list(n1, n2)

res <- mult_var_matrices_test(s, n, method="box")
res
plot(res, from=20, to=30, shade.col='pink')

fhernanb/stests documentation built on March 29, 2025, 10:36 a.m.