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BUILT-IN MATHEMATICA SYMBOL
WilksW
WilksW[m1, m2]
gives Wilks's 
for the matrices 
and 
.
Details
- WilksW[m1, m2] gives Wilks's between
and 
. - Wilks's is a measure of linear dependence based on partitions of the pooled covariance matrix.
- Wilks's is computed as
![1-TemplateBox[{Sigma}, Det]/(TemplateBox[{{Sigma, _, {(, 11, )}}}, Det] TemplateBox[{{Sigma, _, {(, 22, )}}}, Det])](Files/WilksW.en/6.png "1-TemplateBox[{Sigma}, Det]/(TemplateBox[{{Sigma, _, {(, 11, )}}}, Det] TemplateBox[{{Sigma, _, {(, 22, )}}}, Det])")
where 
is the covariance matrix of the pooled sample which can be partitioned into 
, where 
and 
correspond to the covariance matrices of the individual datasets. - The arguments
and 
can be any real-valued matrices or vectors of equal length.
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