statsmodels.stats.multivariate.test_mvmean

statsmodels.stats.multivariate.test_mvmean(data, mean_null=0, return_results=True)

Hotellings test for multivariate mean in one sample

Parameters:

dataarray_like

data with observations in rows and variables in columns

mean_nullarray_like

mean of the multivariate data under the null hypothesis

return_resultsbool

If true, then a results instance is returned. If False, then only the test statistic and pvalue are returned.

Returns:

resultsinstance of a results class with attributes

statistic, pvalue, t2 and df

(statistic, pvalue)tuple

If return_results is false, then only the test statistic and the pvalue are returned.