Hotelling's T-Squared multivariate test for one sample, two independent samples [homoskedasticity or heteroskedasticity (to test)] and two dependent samples.
Antonio Trujillo-Ortiz (2021). HotellingT2 (https://www.mathworks.com/matlabcentral/fileexchange/2844-hotellingt2), MATLAB Central File Exchange. Retrieved .
Anybody knows which distribution Hotelling T² in the frequency domain has?
Thanks! It is very useful! I did some little changes in order to avoid the use of the interactive dialogs.
Not working for multivariate samples - not even with the data matrix supplied...
True about the NaNs when variance of variables is null (in T2Hot1.m). Well done though!
I get NaNs as output when variables with zero variance are present. After removing those as x(:,find(var(x,1) == 0))= , everything works :)
Good program. Yet, I was wondering how to enter the expected means vector ; there is no example for this case. Normally, one should enter 2 expected means vector (one vector per group); but only one vector is expected according to the prompt. This is a point I don't understand. Could you enlighten me ?
I actually had an issue with HotellingT2.m and associated files. While computing T2 statistics for permutation testing, I noticed that the computed statistics were always the same, despite permutation of group labels. What I didn't realized is that the code assumes groups are in contigious blocks within the input data matrix. This however is easily fixable. Otherwise, these files provide a very useful function.
exactly what I was looking for, thank you
very good and easy to use. It has alot of examples which explain it very well
Actually, yes. It's odd that Mathwork implemented one-way MANOVA ('manova1.m') without more simpler statistic such as Hotelling's T^2.
I just checked one-sample (T2Hot1.m) using an example 13.3 from Armitage et al. Statistical Methods in Medical Research, ed. 4. The results are nearly the same, which is very good:
From book: T2=7.439, F=1.24 and P=0.39
From T2Hot1.m: T2=7.4315, F=1.2386 and P=0.3873
Very good job!
Oh, little frog.
Make frequent 100th download leaps to keep that other one behind me!
Very helpful, thank you!
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Self downloading 1000ths of times to get to the top of the rank.
Very helpful and well commented.
requires the statistics toolbox
Extremely helpful. It's hard to find programs that will perform Hotelling's T2 test, specially in an easy way. Well commented, clear results.
Its very Good.
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