One-sample and two-sample robust Hotelling tests with fast and
robust bootstrap
We provide R code to compute one-sample and two-sample robust Hotelling tests based on
multivariate S or MM-estimators of location and shape. The distribution of the
test statistic under the null hypothesis is determined by the fast and robust bootstrap.
The code is well documented with
instructions on its use. Questions can be sent to
Ella Roelant.
R code
One-sample Hotelling test
R code
Two-sample Hotelling test
Reference
Roelant, E., Van Aelst, S., and Willems, G. (2008),
"Fast Bootstrap for Robust Hotelling Tests,"
COMPSTAT 2008: Proceedings in Computational Statistics (P. Brito, Ed.)
Heidelberg: Physika-Verlag, to appear.