Performs the Box's M-test for homogeneity of covariance matrices obtained from multivariate normal data according to one grouping variable. The test is based on the chi-square approximation.
a numeric data.frame or matrix containing n observations of p variables; it is expected that n > p.
a vector of length n containing the class of each observation; it is usually a factor.
A data frame containing the following components:
statistic an approximated value of the chi-square distribution.
parameter the degrees of freedom related of the test statistic in this case that it follows a Chi-square distribution.
p.value the p-value of the test.
method the character string "Box's M-test for Homogeneity of Covariance Matrices".
data(iris) box_m(iris[, -5], iris[, 5])#> # A tibble: 1 x 4 #> statistic p.value parameter method #> <dbl> <dbl> <dbl> <chr> #> 1 141. 3.35e-20 20 Box's M-test for Homogeneity of Covariance Matri…