Box's M Test for Equality of Covariance Matrices¶
Source: man/performBoxMTest.Rd ยท Help: ?performBoxMTest
Test whether multiple groups have equal covariance matrices.
Usage¶
Arguments¶
data- A numeric data frame or matrix.
group- A factor indicating group membership.
Value¶
An object of class htest.
Details¶
performBoxMTest(data, group) is the one test that does not take (model, data, ...): it tests the covariance matrices of the data themselves, not the residuals of a fitted model.