[R] Box's M/likelihood ratio test for equal v-c matrices
Thomas Lotze
lotze at hcs.harvard.edu
Sun Nov 6 22:42:04 CET 2005
Hopefully a quick question:
is there a package/routine to perform Box's M (like proc discrim in SAS)
or some other test for whether two multivariate samples (presumed
multivariate normal) have the same v-c matrix? I've looked, but can't
find it.
If not, I can certainly code it up myself (and perhaps submit it for
inclusion in the mvtnormtest package), but I wanted to check if it exists.
Many thanks,
Thomas Lotze
"Isn't sanity just a one-trick pony anyway? I mean, all you get
is that one trick--rational thinking--but when you're good and crazy,
well, the sky's the limit!"
-The Tick
More information about the R-help
mailing list