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2005 Nov 06
1
Box's M/likelihood ratio test for equal v-c matrices
...tine 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