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mvhtests (version 1.1)

Multivariate Hypothesis Tests

Description

Hypothesis tests for multivariate data. Tests for one and two mean vectors, multivariate analysis of variance, tests for one, two or more covariance matrices. References include: Mardia K.V., Kent J.T. and Bibby J.M. (1979). Multivariate Analysis. ISBN: 978-0124712522. London: Academic Press.

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Version

Install

install.packages('mvhtests')

Monthly Downloads

278

Version

1.1

License

GPL (>= 2)

Maintainer

Michail Tsagris

Last Published

January 9th, 2025

Functions in mvhtests (1.1)

mvhtests-package

Multivariate Hypothesis Tests
Hypothesis test for two high-dimensional mean vectors

Hypothesis test for two high-dimensional mean vectors
Repeated measures ANOVA (univariate data) using Hotelling's T2 test

Repeated measures ANOVA (univariate data) using Hotelling's \(T^2\) test
Log-likelihood ratio test for equality of two or more covariance matrices

Log-likelihood ratio test for equality of two or more covariance matrices
Multivariate analysis of variance assuming equality of the covariance matrices

Multivariate analysis of variance assuming equality of the covariance matrices
Multivariate analysis of variance (James test)

Multivariate analysis of variance (James test)
Relationship between Hotelling's T2 test and James' MANOVA

Relationship between Hotelling's \(T^2\) test and James' MANOVA
Box's M test for equality of two or more covariance matrices

Box's M test for equality of two or more covariance matrices
Exponential empirical likelihood hypothesis testing for two mean vectors

Exponential empirical likelihood hypothesis testing for two mean vectors
Empirical likelihood hypothesis testing for two mean vectors

Empirical likelihood hypothesis testing for two mean vectors
James multivariate version of the t-test

James multivariate version of the t-test
Empirical likelihood for a one sample mean vector hypothesis testing

Empirical likelihood for a one sample mean vector hypothesis testing
Hotelling's multivariate version of the 2 sample t-test for Euclidean data

Hotelling's multivariate version of the 2 sample t-test for Euclidean data
Relationship between the Hotelling's and James' tests

Relationship between the Hotelling's \(T^2\) and James' test
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
Exponential empirical likelihood for a one sample mean vector hypothesis testing

Exponential empirical likelihood for a one sample mean vector hypothesis testing
Log-likelihood ratio test for equality of one covariance matrix

Log-likelihood ratio test for equality of one covariance matrix