Description
Simple Multivariate Statistical Estimation and Tests.
Description
A collection of simple parameter estimation and tests for the comparison of multivariate means and variation, to accompany Chapters 4 and 5 of the book Multivariate Statistical Methods. A Primer (5th edition), by Manly BFJ, Navarro Alberto JA & Gerow K (2024) <doi:10.1201/9781003453482>.
README.md
smsets
Description
The goal of smsets is to produce simple multivariate statistical tests and parameter estimation for means and variances / covariances when one single factor with two or more levels are involved. Analyses include:
- Multiple two-sample t-tests for means.
- Multiple two-sample Levene's tests for variances.
- Two-sample Hotelling's $T^2$ test.
- Extended Levene's tests for two multivariate samples based on Hotelling's $T^2$ test.
- Two-sample van Valen's test.
- One-way MANOVA.
- Box's M test of variation for multivariate samples (F approximation).
- Penrose's distance calculator
Getting started
You can install the development version of smsets from GitHub with:
devtools::install_github("ganava4/smsets")
Afterwards, just load it and it will be ready to use.
library("smsets")