Test of Equality of Covariances given by Srivastava and Yanagihara 2010
SrivastavaYanagihara2010(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.
Srivastava, M. and Yanagihara, H. (2010). Testing the equality of several covariance matrices with fewer observation that the dimension. Journal of Multivariate Analysis, 101(6):1319-1329. 10.1016/j.jmva.2009.12.010
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 #>