Test of Homogeneity of Covariance Matrices given by Schott 2007

Schott2007(x, ...)



data as a data frame, list of matrices, grouped data frame, or resample object


other options passed to covTest method


Test statistic of the hypothesis test


The homogeneityCovariances function is a wrapper function that formats the data for the specific covTest functions.


Schott, J. (2007). A test for the equality of covariance matrices when the dimension is large relative to the sample sizes. Computational Statistics & Data Analysis, 51(12):6535-6542. 10.1016/j.csda.2007.03.004


irisSpecies <- unique(iris$Species) iris_ls <- lapply(irisSpecies, function(x){as.matrix(iris[iris$Species == x, 1:4])} ) names(iris_ls) <- irisSpecies Schott2007(iris_ls)
#> #> Schott 2007 Homogeneity of Covariance Matrices Test #> #> data: setosa, versicolor and virginica #> Chi-Squared = 2.0536e+16, df = 1, p-value < 2.2e-16 #> alternative hypothesis: true difference in covariance matrices is not equal to 0 #>