R help - Jun 2005 - test for equality of two data sets with multidimensional variables

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

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 - Podobn?? str??nky 

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
> 
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Petr Pikal
petr.pikal at precheza.cz