PillaiTrace

PillaiTrace[m1, m2] gives Pillai's trace for the matrices m1 and m2.

Examples

Compute Pillai's trace for two matrices:

m1 = {{1, 2}, {3, 4}};
m2 = {{5, 6}, {7, 8}};
PillaiTrace[m1, m2]

Use in MANOVA analysis:

PillaiTrace[hypothesisMatrix, errorMatrix]

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