Multivariate analysis of variance (James test) {Compositional}R Documentation

Multivariate analysis of variance (James test)

Description

Multivariate analysis of variance without assuming equality of the covariance matrices.

Usage

maovjames(x, ina, a = 0.05)

Arguments

x

A matrix containing Euclidean data.

ina

A numerical or factor variable indicating the groups of the data.

a

The significance level, set to 0.005 by default.

Details

Multivariate analysis of variance without assuming equality of the covariance matrices.

Value

A vector with the next 4 elements:

test

The test statistic.

correction

The value of the correction factor.

corr.critical

The corrected critical value of the chi-square distribution.

p-value

The p-value of the corrected test statistic.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr and Giorgos Athineou <gioathineou@gmail.com>.

References

G.S.James (1954). Tests of Linear Hypotheses in Univariate and Multivariate Analysis when the Ratios of the Population Variances are Unknown. Biometrika, 41(1/2): 19-43.

See Also

maov, hotel2T2, james, comp.test

Examples

maov( as.matrix(iris[,1:4]), iris[,5] )
maovjames( as.matrix(iris[,1:4]), iris[,5] )

[Package Compositional version 5.2 Index]