box_m: Box's M-test for Homogeneity of Covariance Matrices
Description
Performs the Box's M-test for homogeneity of covariance matrices
obtained from multivariate normal data according to one grouping variable.
The test is based on the chi-square approximation.
Usage
box_m(data, group)
Value
A data frame 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.
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.
group
a vector of length n containing the class of each
observation; it is usually a factor.