From: Petr Pikal <petr.pikal_at_precheza.cz>

Date: Tue 21 Jun 2005 - 22:29:34 EST

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Jun 21 22:33:55 2005

Date: Tue 21 Jun 2005 - 22:29:34 EST

Hi

searching in CRAN homepage for hotelling gave me this response

Thanks everyone for your help on this question. I solved the
problem by

writing a procedure to calculate Hotelling's T^2 for a one-sample,
multivariate t-test. Here's how it looks, perhaps it will be useful to
others.

data <- cbind(rnorm(50, 0.1, .01), rnorm(50,.1,.01),
rnorm(50,.1,.01))

k <- ncol(data)

n <- nrow(data)

xbar <- apply(data, 2, mean)

mubar <- rep(0,k) #hypothesized means are zero
dbar <- xbar - mubar

v <- var(data)

t2 <- n*dbar%*%solve(v)%*%dbar

F <- (n-k)*t2/((n-1)*k)

P <- 1-pf(F,k,n-k)

A previous post by Peter B. Mandeville was very helpful, as well as
the

Johnson/Wichern book on multivariate stats.
-S. Schultz

and this

cran.r-project.org/doc/packages/agce.pdf - Podobné stránky

CRAN - Package SharedHT2

SharedHT2: Shared Hotelling T2 test for small sample microarray
experiments ...

Derives a Hotelling T2 statistic having an F-distribution using an
empirical ...

Maybe this is what you want.

**HTH
**

Petr

On 21 Jun 2005 at 13:00, wu sz wrote:

> Hello there,

*>
**> I have two data sets with 14 variables each, and wish to do the test
**> for equality of their covariance matrices and mean vectors. Normally
**> these tests should be done by chi square test (box provided) and
**> Hotelling's T square test respectively. Which R functions could do
**> this kind of test? I just find some functions could do for one
**> dimension, but no for multidimension. Some one suggests bartlett.test,
**> but it seems just works for one dimension. Do you know which ones
**> could do that, or I have to do R programming by myself?
**>
**> Thank you,
**> Shengzhe
**>
**> ______________________________________________
**> R-help@stat.math.ethz.ch mailing list
**> https://stat.ethz.ch/mailman/listinfo/r-help
**> PLEASE do read the posting guide!
**> http://www.R-project.org/posting-guide.html
*

Petr Pikal

petr.pikal@precheza.cz

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Jun 21 22:33:55 2005

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