statsmodels.stats.multivariate.test_mvmean

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

Hotellings test for multivariate mean in one sample

Parameters:
data : array_like

data with observations in rows and variables in columns

mean_null : array_like

mean of the multivariate data under the null hypothesis

return_results : bool

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

Returns:

  • results (instance 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.