Statistics.MBoxTest Method

#	Name	Description
1	X1	First matrix. The number of columns for X1 and X2 must be equal, otherwise an exception is raised.
2	X2	Second matrix. The number of columns for X1 and X2 must be equal, otherwise an exception is raised.
3	df1	Nominator degrees of freedom.
4	df2	Denominator degrees of freedom.
5	Alpha	Defines the desired significance level.
6	hRes	Returns the result of the null hypothesis.
7	Signif	(Significance level) returns the probability of observing the given result

Returns: Double

Copyusing Dew.Math;
using Dew.Stats.Units;
using Dew.Stats;
namespace Dew.Examples
{
    private void Example()
    {
        int df1, df2;
        Matrix X1 = new Matrix(0, 0);
        Matrix X2 = new Matrix(0, 0);
        X1.SetIt(5, 3, false, new double[] { 23, 45, 15, 40, 85, 18, 215, 307, 60, 110, 110, 50, 65, 105, 24 });
        X2.SetIt(5, 3, false, new double[] { 277, 230, 63, 153, 80, 29, 306, 440, 105, 252, 350, 175, 143, 205, 42 });
        THypothesisResult hres;
        double sign;
        double MB = Statistics.MBoxTest(X1, X2, out sign, out hres, out df1, out df2, 0.05);

        // MB : 27,16221062
        // Sign : 0,01619810
        // Sign < Alpha meaning hres = hrReject i.e. covariance matrices are significantly different.
    }
}