编辑代码

T2.test = function(X,mu0){
    n = nrow(X);p = ncol(X)
    Xbar = colMeans(X);S = cov(X)
    T2 = n*t(Xbar-mu0)%*%solve(S)%*%(Xbar-mu0)
    T2.adj = (n-p)*T2/(p*(n-1))
    pval = 1-pf(T2.adj,p,n-p)
    cat("Hotelling T-squared test for unknown covariance",fill=T)
    data.frame(T2 = T2,T2.adj = T2.adj,p.value=pval)
}
Childen = read.table("Children.DAT.xlsx")
mu0 = c(1,0,-6)
T2.test(Children,mu0)