double MBoxTest(TMtx *X1, TMtx *X2, double &Signif, THypothesisResult &hRes, int &df1, int &df2, const double Alpha = 0.05);
M-Box test for equal covariances.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | X1 | TMtx * | First matrix. The number of columns for X1 and X2 must be equal, otherwise an exception is raised. |
| 2 | X2 | TMtx * | Second matrix. The number of columns for X1 and X2 must be equal, otherwise an exception is raised. |
| 3 | Signif | double & | (Significance level) returns the probability of observing the given result |
| 4 | hRes | THypothesisResult & | Returns the result of the null hypothesis. |
| 5 | df1 | int & | Nominator degrees of freedom. |
| 6 | df2 | int & | Denominator degrees of freedom. |
| 7 | Alpha = 0.05 | const double | Defines the desired significance level. |
Remarks:
Performs M-Box test for equal covariances. In this case the null hypothesis is that X1 and X2 covariances are equal and the alternative hypothesis is that X1 and X2 covariances are not equal.
See Also: Statistics::HotellingT2One
Declared in Dew::Stats::Units::Statistics · Dew.Stats/Units.Statistics.h · Cross-compiler