hotelling_t2test
              Compute Hotelling’s T^2 ("T-squared") test for a single sample or two dependent samples (paired-samples).
 For a sample x from a multivariate normal distribution with unknown
 mean and covariance matrix, test the null hypothesis that
 mean (x) == m.
 For two dependent samples x and y from a multivariate normal
 distributions with unknown means and covariance matrices, test the null
 hypothesis that mean (x - y) == 0.
 hotelling_t2test treats NaNs as missing values, and ignores the
 corresponding rows.
 Name-Value pair arguments can be used to set statistical significance.
 "alpha" can be used to specify the significance level of the test
 (the default value is 0.05).
If h is 1 the null hypothesis is rejected, meaning that the tested sample does not come from a multivariate distribution with mean m, or in case of two dependent samples that they do not come from the same multivariate distribution. If h is 0, then the null hypothesis cannot be rejected and it can be assumed that it holds true.
The p-value of the test is returned in pval.
stats is a structure containing the value of the Hotelling’s test statistic in the field "Tsq", and the degrees of freedom of the F distribution in the fields "df1" and "df2". Under the null hypothesis, has an F distribution with and degrees of freedom, where and are the numbers of samples and variables, respectively.
See also: hotelling_t2test2
Source Code: hotelling_t2test