R Functions

• sampmeanvar.s Calculates the sample mean vector and and the variance-covariance matrix. Input is a data matrix. Output is vector of sample means, sample variance matrix and sample correlation matrix.
• hotelstsq.s Calculates Hotelling's T² test statistics. Inputs are the design matrix and the vector of mu₀. Output is value of test statistic and p-value.
• mvngen.s Generates multivariate normal data. Inputs are sample size, vector of means and variance-covariance matrix. Output is randomly generated data matrix.
• lawhotel.s Computes the Lawley-Hotelling's test statistic for test H₀: A\beta = D. Inputs are data matrix, response matrix, A and D. Outputs are estimate of beta, variance of betas, sample variance matrix, value of the Lawley-Hotelling test statistic and p-value.
• hotelamat.r
• twohotelbp.r
• twohotelsq.s
• profileone.s
• profile2.r
• pctable.r
• finishplot.s
• lsdiscr.s
• pcfactana.s