COVTEST <output_line> / SAMPLES=<data1>,<data2,...
tests the equality of covariance matrices of <data1>,<data2>,...
by assuming multivariate normality.
See e.g. "Methods of Multivariate Statistics" by M.S.Srivastava (2002).
The testing procedure is also continued by a randomization test
using the same test statistics but without assumption of multivariate
normality.
The number of replicates in the simulation process is given by
a SIMUMAX specification. Default is SIMUMAX=10000.
(An example in T2TEST?)
M = Comparing multivariate samples
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