R::Hotelling's T^2

A procedure to calculate Hotelling's T^2
> for a one-sample, multivariate t-test.




> data <- cbind(rnorm(50, 0.1, .01), rnorm(50,.1,.01),
> rnorm(50,.1,.01))
> k <- ncol(data)
> n <- nrow(data)
> xbar <- apply(data, 2, mean)
> mubar <- rep(0,k) #hypothesized means are zero dbar <- xbar -
> mubar v <- var(data)
> t2 <- n*dbar%*%solve(v)%*%dbar
> F <- (n-k)*t2/((n-1)*k)
> P <- 1-pf(F,k,n-k)