V.mat: Pooled covariance matrices for multivariate procedures.
Description
Calculates a pooled covariances matrix ala legendre and Legendre (1998). This is required for a number of multivariate procedures including the Kullback statistic for multivariate homoscedasticity, and Hotelling's test.
Usage
V.mat(Y, X)
Arguments
Y
An n x p matrix of quantative dependent variables.
X
A n x 1 of categorical groups (e.g. factor levels).
References
Legendre, P, and L. Legendre (1998) Numerical ecology, 2nd English edition. Elsevier,
Amsterdam, The Netherlands.