https://github.com/ganava4/smsets
A collection of simple parameter estimation and significance tests for the comparison of multivariate means and variation, covered in Chapters 4 and 5 of the book Multivariate Statistical Methods. A Primer. 5th edition.
https://github.com/ganava4/smsets
box-m-test covariance-matrices hotelling-t2 hypothesis-testing levene-test multivariate-analysis multivariate-analysis-in-r one-way-manova penrose-distance statistical-estimation statistical-inference two-sample-t-test van-valen-test
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A collection of simple parameter estimation and significance tests for the comparison of multivariate means and variation, covered in Chapters 4 and 5 of the book Multivariate Statistical Methods. A Primer. 5th edition.
- Host: GitHub
- URL: https://github.com/ganava4/smsets
- Owner: ganava4
- License: other
- Created: 2025-02-09T07:11:26.000Z (about 1 year ago)
- Default Branch: main
- Last Pushed: 2026-01-22T20:29:53.000Z (about 2 months ago)
- Last Synced: 2026-01-23T12:12:13.845Z (about 2 months ago)
- Topics: box-m-test, covariance-matrices, hotelling-t2, hypothesis-testing, levene-test, multivariate-analysis, multivariate-analysis-in-r, one-way-manova, penrose-distance, statistical-estimation, statistical-inference, two-sample-t-test, van-valen-test
- Language: R
- Homepage:
- Size: 133 KB
- Stars: 1
- Watchers: 1
- Forks: 0
- Open Issues: 2
-
Metadata Files:
- Readme: README.md
- Changelog: NEWS.md
- License: LICENSE
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README
# smsets
[](https://opensource.org/licenses/MIT)
## 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](https://github.com) with:
```{r}
devtools::install_github("ganava4/smsets")
```
Afterwards, just load it and it will be ready to use.
```{r}
library("smsets")
```