MBoxtstwod

Multivariate statistical testing for the homogeneity of covariance matrices without data by the Box.

From the covariance matrices (without data), groups size vector and a significance level (default = 0.05), the homogeneity covariance matrices are testing by the Box's M, it gives a Chi-square or F approximation in function of the groups sample-size.

Outputs are the Box's M statistic, approximation statistic test, number of groups, number of variables, degrees of freedom of the approximation statistic test and P-value.