Lawley

Lawley's equicorrelation test.

Lawley has developed a procedure for testing the equal correlation structure from the off-diagonal elements of the correlation matrix. It is equivalent to test the hypothesis that correlations are equal.

File needs to input the multivariate matrix, matrix type [d=1,for a n-p data matrix; d=2, for a p-p correlation matrix (default = 1) and the significance level (default = 0.05)].

It Output the sample-size, number of variables, the observed statistic used to test any deviation from an expected null Ho and the probability that null Ho: is true.