Box's M-test
Usage
boxM(
Y,
group,
tol = 1e-10,
fxn = cor,
method = c("pearson", "kendall", "spearman")
)Arguments
- Y
response matrix
- group
factor defining groups
- tol
tolerance for eigen values
- fxn
define function. Here default is cor to compare correlation structure. Use cov to compare covariance structure like in heplots::boxM
- method
specify which correlation method: "pearson", "kendall" or "spearman"
Examples
data(iris)
boxM( iris[,1:4], iris[,5])
#>
#> Box's M-test for Homogeneity of Covariance Matrices
#>
#> data: iris[, 1:4]
#> Chi-Sq (approx.) = 73.184, df = 20, p-value = 5.456e-08
#>