Performs 2 and k sample homogeneity of covariance matrices test using test, 'covTest.'

homogeneityCovariances(x, ..., covTest = BoxesM)



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


other options passed to covTest method


homogeneity of covariance matrices test method


A list with class "htest" containing the following components:

statisticthe value of homogeneity of covariance test statistic
parameterthe degrees of freedom for the chi-squared statistic
p.valuethe p=value for the test
estimatethe estimated covariances if less than 5 dimensions
null.valuethe specified hypothesized value of the covariance difference
alternativea character string describing the alternative hyposthesis
methoda character string indicating what type of homogeneity of covariance test was performed
data.namea character string giving the names of the data


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

See also

Other Testing for Homogeneity of Covariance Matrices: Ahmad2017


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 #>