double HotellingT2Two(TMtx *X1, TMtx *X2, double &Signif, THypothesisResult &hRes, double &v, TVec *Means = null, const bool EqualCovariances = true, const double Alpha = 0.05);
Two-sample Hotelling T2 test.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | X1 | TMtx * | First test data. |
| 2 | X2 | TMtx * | Second test data. |
| 3 | Signif | double & | (Significance level) returns the probability of observing the given result by chance given that the null hypothesis is true. |
| 4 | hRes | THypothesisResult & | Returns the result of the null hypothesis (default assumption is both tests variable means are equal to Means vector). |
| 5 | v | double & | Returns n1+n2-2 for equal covariances, v for unequal covariance matrices. |
| 6 | Means = null | TVec * | Stores estimated mean for each variable. An exception is raised if Means Length is not equal to X1 or X2 columns. |
| 7 | EqualCovariances = true | const bool | Assume both test have equal variances. If this is not the case, set EqualCovariances to false. |
| 8 | Alpha = 0.05 | const double | Defines the desired significance level. If the significance probability (Signif) is bellow the desired significance (Alpha), the null hypothesis is rejected. |
Returns: Hotelling T2 Statistics for two-sample test.
Remarks:
Performs two-sample Hotelling T2 test on samples X1 and X2. For this test the assumptions of equal variances and normally distributed residuals are used. Use the Statistics::MBoxTest routine to check if both tests have equal variances.
See Also: Statistics::MBoxTest
Declared in Dew::Stats::Units::Statistics · Dew.Stats/Units.Statistics.h · Cross-compiler