Test of Homogeneity of Covariance Matrices given by Schott 2001
Schott2001(x, ...)
| x | data as a data frame, list of matrices, grouped data frame, or resample object |
|---|---|
| ... | other options passed to covTest method |
A list with class "htest" containing the following components:
statistic |
the value of homogeneity of covariance test statistic |
parameter |
the degrees of freedom for the chi-squared statistic |
p.value |
the p=value for the test |
estimate |
the estimated covariances if less than 5 dimensions |
null.value |
the specified hypothesized value of the covariance difference |
alternative |
a character string describing the alternative hyposthesis |
method |
a character string indicating what type of homogeneity of covariance test was performed |
The homogeneityCovariances function is a wrapper function that formats the data
for the specific covTest functions.
Schott, J (2001). Some Tests for the Equality of Covariance Matrices. Journal of Statistical Planniing and Inference. 94(1), 25-36. 10.1016/S0378-3758(00)00209-3
irisSpecies <- unique(iris$Species) iris_ls <- lapply(irisSpecies, function(x){as.matrix(iris[iris$Species == x, 1:4])} ) names(iris_ls) <- irisSpecies Chaipitak2013(iris_ls)#> #> Chaipitak and Chongchareon 2013 Homogeneity of Covariance Matrices #> Test #> #> data: setosa, versicolor and virginica #> Chi-Squared = 5.901, df = 2, p-value = 0.05231 #> alternative hypothesis: true difference in covariance matrices is not equal to 0 #>