Hotelling's multivariate version of the 1 sample t-test for Euclidean data: Hotelling's multivariate version of the 1 sample t-test for Euclidean data
Description
Hotelling's test for testing one Euclidean population mean vector.
Usage
hotel1T2(x, M, a = 0.05, R = 999, graph = FALSE)
Arguments
x
A matrix containing Euclidean data.
a
The significance level, set to 0.05 by default.
M
The hypothesized mean vector.
R
If R is 1 no bootstrap calibration is performed and the classical p-value via the F distribution is returned. If R is greater than 1, the bootstrap p-value is returned.
graph
A boolean variable which is taken into consideration only when bootstrap calibration is performed. IF TRUE the histogram of the bootstrap test statistic values is plotted.
Value
A list including:
m
The sample mean vector.
info
The test statistic, the p-value, the critical value and the degrees of freedom of the F distribution (numerator and denominator).
This is given if no bootstrap calibration is employed.
pvalue
The bootstrap p-value is bootstrap is employed.
runtime
The runtime of the bootstrap calibration.
Details
Multivariate hypothesis test for a one sample mean vector. This is the multivariate analogue of the one sample t-test. The p-value can be calculated either asymptotically or via bootstrap.
References
K.V. Mardia, J.T. Kent and J.M. Bibby (1979). Multivariate analysis.