equal.test | R Documentation |
Calculates the likelihood ratio statistic and its degrees of freedom for the hypothesis of equal covariance matrices against the alternative of unrelated covariance matrices.
equal.test(covmats, nvec)
covmats |
Array of covariance matrices. |
nvec |
Vector of sample sizes of the k groups. |
Returns a list with the following:
chi.square |
The likelihood ratio test statistic. |
df |
Degrees of freedom of the test statistic under the null hypothesis. |
covmats.equal |
Estimated covariance matrices under the null hypothesis model. |
This test is based on the assumption that the populations from which the data originated are distributed multivariate normal.
Theo Pepler
flury.test
, prop.test
, cpc.test
and cpcq.test
# Versicolor and virginica groups of the Iris data data(iris) versicolor <- iris[51:100, 1:4] virginica <- iris[101:150, 1:4] # Create array containing the two covariance matrices S <- array(NA, c(4, 4, 2)) S[, , 1] <- cov(versicolor) S[, , 2] <- cov(virginica) nvec <- c(nrow(versicolor), nrow(virginica)) equal.test(covmats = S, nvec = nvec)
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