Senior Research Scientist, MZA Associates Corporation, B.S. Electrical Engineering, M.S. Applied Statistics, Ph.D. Student, Medical Imaging, Department of Electrical and Computer Engineering, University of New Mexico

MANCOVAN
Tools for Multivariate Analysis (Statistics Toolbox NOT Required)
Author: William Gruner

Thanks for the comment! I'm sure others share your concern. We've been refactoring and expanding the feature set very rapidly as our analysis tasks become more demanding, but each new release is both validated against the Matlab Statistics Toolbox and regression tested against earlier versions to make sure that the results remain correct and that the functionality remains backward-compatible. Brace yourself, because there's another update coming soon ;-) After that, I expect things to slow down markedly. Cheers!

20 Feb 2010

Granger Causality Test
Conducts a Granger Causality test using the Bayesian Information Criterion to select lag length
Author: Chandler

This appears to calculate the same x and y lags regardless of the actual lags present between the two vectors. In addition, the F statistic generated by the function only appears valid for specific (small) lags. The test I used involved a simple pair of sinusoids phase-shifted to various degrees with and without a small amount of Gaussian noise.

Worked it out myself - for anyone else who might be interested the info can be displayed using the 'verbose' option - this only displays in the command window though, so I edited mLHT.m to output an additional stats table with the DoF and p values, I then get mancova.m to add F values to this to create a really condensed but highly useful second stats table...

01 Dec 2013

MANCOVAN
Tools for Multivariate Analysis (Statistics Toolbox NOT Required)
Author: William Gruner

Great submission, I was wondering if you could tell me what the degrees of freedom are for the ANCOVA? In statistics programs like SPSS it outputs two degrees of freedom, 'treatments and error' or 'withing and between' both of which are required to report the test result. But when I run your MANCOVAN it only outputs one degree of freedom... Sorry in advance if this is a stupid question.

30 Jan 2012

MANCOVAN
Tools for Multivariate Analysis (Statistics Toolbox NOT Required)
Author: William Gruner

Dear William,
Thanks for providing the MANCOVAN tools, it's a nice work!
In the mT function notes, you said:
"The tests may not always be the right ones in the context of either over-determined or sigma-restricted coding."
Could you argue this comment?
I have trouble to understand the canonical coding used... Because, this does not allow to compute all possible between groups comparisons. Is that correct?
Thanks in advance,

09 Mar 2011

MANCOVAN
Tools for Multivariate Analysis (Statistics Toolbox NOT Required)
Author: William Gruner

Dear William Gruner,
Thanks for providing MANCOVA on the exchange server.
I've tried to use MANCOVA for an ANCOVA analysis, but sometimes get an error. The error occurs more frequently the more similar the two groups compared are (running Monte Carlo sim, so I impose the similarity).

The error reads:
??? Error using ==> betainc
X must be in the interval [0,1].

Error in ==> mFCDF at 44
p = betainc(a * x ./ (a * x + b), a/2, b/2);

Error in ==> mLHT at 79
p = 1 - mFCDF(G * T, q * d, D);

Error in ==> mancovan at 236
[ T(i), p(i) ] = mLHT(U, X, X0, M, M0, options);

Possibly you'd be interested in checking it out.
If need be I can also mail you the test data used.
Greetings
Claus

Worked it out myself - for anyone else who might be interested the info can be displayed using the 'verbose' option - this only displays in the command window though, so I edited mLHT.m to output an additional stats table with the DoF and p values, I then get mancova.m to add F values to this to create a really condensed but highly useful second stats table...

Comment only

01 Dec 2013

MANCOVAN
Tools for Multivariate Analysis (Statistics Toolbox NOT Required)

Great submission, I was wondering if you could tell me what the degrees of freedom are for the ANCOVA? In statistics programs like SPSS it outputs two degrees of freedom, 'treatments and error' or 'withing and between' both of which are required to report the test result. But when I run your MANCOVAN it only outputs one degree of freedom... Sorry in advance if this is a stupid question.

5

30 Jan 2012

MANCOVAN
Tools for Multivariate Analysis (Statistics Toolbox NOT Required)

Dear William,
Thanks for providing the MANCOVAN tools, it's a nice work!
In the mT function notes, you said:
"The tests may not always be the right ones in the context of either over-determined or sigma-restricted coding."
Could you argue this comment?
I have trouble to understand the canonical coding used... Because, this does not allow to compute all possible between groups comparisons. Is that correct?
Thanks in advance,

4

09 Mar 2011

MANCOVAN
Tools for Multivariate Analysis (Statistics Toolbox NOT Required)

Dear William Gruner,
Thanks for providing MANCOVA on the exchange server.
I've tried to use MANCOVA for an ANCOVA analysis, but sometimes get an error. The error occurs more frequently the more similar the two groups compared are (running Monte Carlo sim, so I impose the similarity).
The error reads:
??? Error using ==> betainc
X must be in the interval [0,1].
Error in ==> mFCDF at 44
p = betainc(a * x ./ (a * x + b), a/2, b/2);
Error in ==> mLHT at 79
p = 1 - mFCDF(G * T, q * d, D);
Error in ==> mancovan at 236
[ T(i), p(i) ] = mLHT(U, X, X0, M, M0, options);
Possibly you'd be interested in checking it out.
If need be I can also mail you the test data used.
Greetings
Claus

Comment only