R help - Nov 2005 - Box's M/likelihood ratio test for equal v-c matrices

Hopefully a quick question:

is there a package/routine to perform Box's M (like proc discrim in SAS) 
or some other test for whether two multivariate samples (presumed 
multivariate normal) have the same v-c matrix?  I've looked, but can't 
find it.

If not, I can certainly code it up myself (and perhaps submit it for 
inclusion in the mvtnormtest package), but I wanted to check if it exists.

Many thanks,
Thomas Lotze

"Isn't sanity just a one-trick pony anyway?  I mean, all you get
is that one trick--rational thinking--but when you're good and crazy,
well, the sky's the limit!"
 				-The Tick

Doing RSiteSearch("Box's M test") ought to help:  There's code
in
the 3rd hit.

Andy
> From: Thomas Lotze
> 
> Hopefully a quick question:
> 
> is there a package/routine to perform Box's M (like proc 
> discrim in SAS) 
> or some other test for whether two multivariate samples (presumed 
> multivariate normal) have the same v-c matrix?  I've looked, 
> but can't 
> find it.
> 
> If not, I can certainly code it up myself (and perhaps submit it for 
> inclusion in the mvtnormtest package), but I wanted to check 
> if it exists.
> 
> Many thanks,
> Thomas Lotze
> 
> "Isn't sanity just a one-trick pony anyway?  I mean, all you get
> is that one trick--rational thinking--but when you're good and crazy,
> well, the sky's the limit!"
>  				-The Tick
> 
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