Dear Petr and Shengzhe, Also see ?manova.
John -------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox -------------------------------- > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Petr Pikal > Sent: Tuesday, June 21, 2005 7:30 AM > To: wu sz; r-help@stat.math.ethz.ch > Subject: Re: [R] test for equality of two data sets > withmultidimensional variables > > 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 > [EMAIL PROTECTED] > > ______________________________________________ > 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 ______________________________________________ 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