MBoxtest

Computes Box's M-statistic according to Section 2.4 in Jouan-Rimbaud et al (1998).
This statistic is used to compare the structures of the variance-covariance matrices of two multidimensional data sets.
This function is used by the function jrparams().

Compute the values of various parameters evaluating how similar two multidimensional datasets' structures are in multidimensional space, as described in: Jouan-Rimbaud, D., Massart, D. L., Saby, C. A., Puel, C. (1998), <doi:10.1016/S0169-7439(98)00005-7>. The computed parameters evaluate three properties, namely, the direction of the data sets, the variance-covariance of the data points, and the location of the data sets' centroids. The package contains workhorse function jrparams(), as well as two helper functions Mboxtest() and JRsMahaldist(), and four example data sets.

Harmen Draisma

represent

Determine How Representative Two Multidimensional Data Sets are

MBoxtest function

<dl> <dt>DATA</dt>
<dd>Matrix containing the weighted scores on the principal components (PCs) that have been computed for the two data sets to be compared.
 The first column of this matrix should contain a group indicator variable, which has a value equal to 1 for the first data set and a value equal to 2 for the second data set.
 The remaining columns contain the weighted PC scores for the two data sets.</dd> <dt>nmanvars</dt>
<dd>Number of manifest variables in the original multidimensional data sets.</dd></dl>

Arguments

Author

Compute Box's M-statistic — MBoxtest

<dl>

 <dt>DATA</dt>
<dd>Matrix containing the weighted scores on the principal components (PCs) that have been computed for the two data sets to be compared.
 The first column of this matrix should contain a group indicator variable, which has a value equal to 1 for the first data set and a value equal to 2 for the second data set.
 The remaining columns contain the weighted PC scores for the two data sets.</dd>

 <dt>nmanvars</dt>
<dd>Number of manifest variables in the original multidimensional data sets.</dd>

</dl>

MBoxtest: Compute Box's M-statistic

Description

Usage

Value

Arguments

Author

References

See Also