hotell2val(x1, x2 [, pval:T]), REAL matrices x1 and x2 with no MISSING elements and ncols(x1) = ncols(x2) |

hotell2val(x1, x2), where x1 and x2 are REAL matrices with n1 and n2 rows and p columns, returns Hotelling's two-sample T^2 statistic for testing the null hypothesis that the rows of x1 have the same mean as the rows of x2 when they are considered as independent random samples from two multivariate populations. The statistic assumes that the variance-covariance matrix is the same in the two populations. It is an error if n1 + n2 <= p. hotell2val(x1, x2, pval:T) does the same, except it also computes a P-value under the assumption that the rows of x1 and of x2 constitute independent random samples from multivariate normal distributions with the same variance-covariance matrix. The result is structure(hotelling:tsq, pvalue:pval). See also hotellval(), tval() and t2val().

Gary Oehlert 2003-01-15