Antonio Trujillo-Ortiz

Dear Michael,
Thanks for your interest of this m-file. As you know, we only generated the Matlab computational algorithm from the original published paper. If you have any mathematical or statistical fundamentals inquiry you must refer to the author(s). I give you the Dr. Norbert Henze's email address
henze@stoch.uni-karlsruhe.de
and/or
N.Henze@math.uni-karlsruhe.de

However, we don't need the lognormal cdf (logncdf) neither the mean and variance of the lognormal distribution (longnstat) functions. For the used mean (mu) and variance (si2), which are the Henze-Zirkler mean and variance, must, as the author establish, to be converted to the lognormal Henze-Zirkler mean and variance. As you can see, using the provied Iris data example. The mean(mu)=0.7635 and variance(si2)=0.0112. With a Henze-Zirkler lognormal mean: -0.279408 and Henze-Zirkler lognormal variance: 0.1379069. But, if you try to use te mu and si2 values by the longnstat function, you get the incorrect lognormal values of 2.1459 and 5.7768e-004, respecively.

Yours,

Prof. Antonio Trujillo-Ortiz

We thank Alex Karandreas from the Department of Acoustics, Aalborg University, Denmark, for encourage us to include a graeco-latin example. This has been done.

Antonio Trujillo-Ortiz

Dear Jos. Thanks for your valuable comments for improve this m-file script. They were taken into account.

Antonio,

There's a contradiction on the variables P1 & P2 in the following part of the script:

fprintf('%10.4f%11.4f%8.i%10.i%13.i%14.i%13.4f\n',MB,F2,g,p,v1,v22,P2);
        fprintf('--------------------------------------------------------------------------------\n');
        fprintf('With a given significance level of:% 3.2f\n', alpha );
        if P1 >= alpha
            disp('Covariance matrices are not significantly different.');
        else
            disp('Covariance matrices are significantly different.');
        end;

Agree?

thanks a bunch :)