gives Wilks's for the matrices m1 and m2.
- WilksW[m1,m2] gives Wilks's between m1 and m2.
- Wilks's is a measure of linear dependence based on partitions of the pooled covariance matrix.
- Wilks's is computed as 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 m1 and m2 can be any real‐valued matrices or vectors of equal length.
Examplesopen allclose all
Basic Examples (3)
Properties & Relations (3)
Wolfram Research (2012), WilksW, Wolfram Language function, https://reference.wolfram.com/language/ref/WilksW.html.
Wolfram Language. 2012. "WilksW." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/WilksW.html.
Wolfram Language. (2012). WilksW. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/WilksW.html