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C++ API

: manova (x, g)

Perform a one-way multivariate analysis of variance (MANOVA).

The goal is to test whether the p-dimensional population means of data taken from k different groups are all equal. All data are assumed drawn independently from p-dimensional normal distributions with the same covariance matrix.

The data matrix is given by x. As usual, rows are observations and columns are variables. The vector g specifies the corresponding group labels (e.g., numbers from 1 to k).

The LR test statistic (Wilks’ Lambda) and approximate p-values are computed and displayed.

See also: anova.

Package: octave