Thank you Patrick for your thoughts. I was expecting someone had written a function that does maybe a hierarchical comparison of var-covar matrices using the flury hierarchy as proposed by Philips and Arnold in Evolution 53(5), 1999;1506-1515. But your email has an interesting idea, so I will try to test it. Thank you,
Aldi Patrick Burns wrote: > My first thought is to use a random permutation test. > In this setting the main question you need to ask is > what distance measure do you want to use between > variance matrices -- there are lots of choices. One > that I've found useful is the absolute value of the > maximum eigenvalue of the difference of the matrices. > > If you have a hypothesis about how the variances may > differ, then you should be able to come up with a more > powerful statistic. > > Patrick Burns > [EMAIL PROTECTED] > +44 (0)20 8525 0696 > http://www.burns-stat.com > (home of S Poetry and "A Guide for the Unwilling S User") > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
