you could try the following: # Hotelling's Test # x is your data in a two columns matrix n <- dim(x)[1] p <- dim(x)[2] x.bar <- as.matrix(colMeans(x)) m0 <- as.matrix(c(0,0)) S <- var(x) g <- (n/(n-1))*((n-p)/p)*t(x.bar-m0)%*%solve(S)%*%(x.bar-m0) p.value <- 1-pf(g, p, n-p) # Null Hypothesis: x.bar==m0 # Alternative Hypothesis: x.bar!=m0 p.value I hope this helps. Best, Dimitris |
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