HotellingT2Two Routine

Summary

Two-sample Hotelling T2 test.

Declaration

Function HotellingT2Two(X1, X2: TMtx; out Signif: TSample; out hRes: THypothesisResult; out v: TSample; Means: TVec = nil; EqualCovariances: boolean = true; Alpha: TSample = 0.05): TSample;

Parameter	Description
X1	First test data.
X2	Second test data.
Means	Stores estimated mean for each variable. An exception is raised if Means Length is not equal to X1 or X2 columns.
hRes	Returns the result of the null hypothesis (default assumption is both tests variable means are equal to Means vector).
v	Returns n1+n2-2 for equal covariances, v for unequal covariance matrices.
Alpha	Defines the desired significance level. If the significance probability (Signif) is bellow the desired significance (Alpha), the null hypothesis is rejected.
EqualVariances	Assume both test have equal variances. If this is not the case, set EqualVariances to false.

Description

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 BoxMTest routine to check if both tests have equal variances.