Simple Multivariate Statistical Estimation and Tests

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) .

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")