biotools (version 4.3)

boxM: Box's M-test

Description

It performs the Box's M-test for homogeneity of covariance matrices obtained from multivariate normal data according to one classification factor. The test is based on the chi-square approximation.

Usage

boxM(data, grouping)

Value

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

statistic

an approximated value of the chi-square distribution.

parameter

the degrees of freedom related of the test statistic in this case that it follows a Chi-square distribution.

p.value

the p-value of the test.

cov

a list containing the within covariance matrix for each level of grouping.

pooled

the pooled covariance matrix.

logDet

a vector containing the natural logarithm of each matrix in cov.

data.name

a character string giving the names of the data.

method

the character string "Box's M-test for Homogeneity of Covariance Matrices".

Arguments

data

a numeric data.frame or matrix containing n observations of p variables; it is expected that n > p.

grouping

a vector of length n containing the class of each observation; it is usualy a factor.

Author

Anderson Rodrigo da Silva <[e-mail]>

References

Morrison, D.F. (1976) Multivariate Statistical Methods.

Examples

data(iris)
boxM(iris[, -5], iris[, 5])

# End (not run)