Performs 2 and k sample homogeneity of covariance matrices test using test, 'covTest.'
homogeneityCovariances(x, ..., covTest = BoxesM)
x | data as a data frame, list of matrices, grouped data frame, or resample object |
---|---|
... | other options passed to covTest method |
covTest | homogeneity of covariance matrices test 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.
homogeneityCovariances(iris, group = Species)#> #> Boxes' M Homogeneity of Covariance Matrices Test #> #> data: setosa, versicolor and virginica #> Chi-Squared = 146.66, df = 2550, p-value = 1 #> alternative hypothesis: true difference in covariance matrices is not equal to 0 #>