Linear
Gets an F test that tests the significance of the canonical correlations
of the current function and all remaining functions are 0.
Definition
Namespace: Numerics.NET.Statistics.Multivariate
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
C#
An FTest.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
public FTest GetFTest()Return Value
FTestAn FTest.
Remarks
The test is based on Wilks' lambda and uses an approximation. The approximation is exact when the number of groups is less than 3, or when the number of included functions is less than or equal to 2.